+3,402.5%
ACGL vs BNS
+1,470.7%
+1,931.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | +13.7% | +5.1% | +8.6% | +11.1% |
| 3M | +8.0% | +4.7% | +3.3% | +5.4% |
| 6M | +13.3% | +19.0% | -5.7% | +4.0% |
| YTD | +11.8% | +28.2% | -16.3% | -1.1% |
| 1Y | +22.2% | +43.4% | -21.1% | +2.7% |
| 3Y | +32.5% | +143.1% | -110.6% | -13.8% |
| 5Y | +160.2% | +77.3% | +82.9% | +93.5% |
| 10Y | +338.5% | +183.5% | +155.1% | +163.2% |
| All | +3,402.5% | +1,470.7% | +1,931.8% | +1,173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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