+369.4%
BLDR vs ACM
+252.7%
+116.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -1.1% | +6.6% | -7.7% | -5.4% |
| 30D | +19.1% | +19.8% | -0.7% | +4.8% |
| 3M | -12.6% | -3.1% | -9.4% | -11.4% |
| 6M | -18.7% | -11.5% | -7.2% | -12.6% |
| YTD | -38.8% | -24.7% | -14.2% | -26.8% |
| 1Y | -41.2% | -45.1% | +3.8% | -12.0% |
| 3Y | -49.4% | -8.9% | -40.5% | -47.6% |
| 5Y | -6.0% | +5.4% | -11.4% | -12.4% |
| 10Y | +523.1% | +131.1% | +392.0% | +219.3% |
| All | +369.4% | +252.7% | +116.7% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling