+3,463.2%
ACGL vs BNS
+1,486.8%
+1,976.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | +14.2% | +4.7% | +9.5% | +11.8% |
| 3M | +11.1% | +5.5% | +5.6% | +8.0% |
| 6M | +16.4% | +21.7% | -5.3% | +5.7% |
| YTD | +13.8% | +29.5% | -15.7% | +0.2% |
| 1Y | +21.6% | +41.9% | -20.4% | +2.6% |
| 3Y | +33.5% | +148.5% | -115.0% | -13.9% |
| 5Y | +174.8% | +80.3% | +94.6% | +102.9% |
| 10Y | +330.4% | +184.7% | +145.7% | +157.7% |
| All | +3,463.2% | +1,486.8% | +1,976.5% | +1,189.7% |
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