-1.8%
BLDR vs BAM
+71.9%
-73.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -2.8% |
| 7D | -0.3% | -1.6% | +1.3% | +0.7% |
| 30D | -16.2% | -6.0% | -10.2% | -12.8% |
| 3M | -14.4% | +7.3% | -21.8% | -17.8% |
| 6M | -32.8% | +8.2% | -41.0% | -35.9% |
| YTD | -39.2% | -3.8% | -35.3% | -38.1% |
| 1Y | -57.7% | -10.7% | -47.0% | -55.2% |
| 3Y | -55.3% | +55.3% | -110.6% | -67.6% |
| All | -1.8% | +71.9% | -73.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling