+390.7%
BLDR vs ACM
+230.8%
+160.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -2.8% | -3.7% | +0.9% | 0.0% |
| 30D | -13.3% | -11.1% | -2.2% | -6.5% |
| 3M | -12.3% | -8.0% | -4.3% | -7.7% |
| 6M | -31.5% | -29.7% | -1.8% | -13.1% |
| YTD | -36.1% | -29.4% | -6.7% | -20.0% |
| 1Y | -54.1% | -46.4% | -7.6% | -30.2% |
| 3Y | -55.8% | -22.3% | -33.4% | -48.5% |
| 5Y | +20.7% | +4.5% | +16.3% | +12.4% |
| 10Y | +390.2% | +127.6% | +262.6% | +151.9% |
| All | +390.7% | +230.8% | +160.0% | +108.0% |
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