-1.9%
BLDR vs BAM
+86.2%
-88.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -5.1% |
| 7D | -3.7% | +9.7% | -13.4% | -9.0% |
| 30D | +16.8% | +19.0% | -2.2% | +5.1% |
| 3M | -13.7% | +0.6% | -14.3% | -13.7% |
| 6M | -21.9% | +11.1% | -32.9% | -26.5% |
| YTD | -39.2% | +4.2% | -43.4% | -41.0% |
| 1Y | -42.6% | +3.3% | -46.0% | -44.2% |
| 3Y | -50.2% | +88.8% | -139.0% | -67.4% |
| All | -1.9% | +86.2% | -88.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling