+3,102.8%
ACGL vs BNS
+1,492.9%
+1,609.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.2% |
| 7D | -0.7% | +1.5% | -2.3% | -1.4% |
| 30D | -1.0% | +6.0% | -7.0% | -3.7% |
| 3M | +11.0% | +16.3% | -5.3% | +3.2% |
| 6M | -0.3% | +28.8% | -29.1% | -11.6% |
| YTD | +2.3% | +30.0% | -27.7% | -9.9% |
| 1Y | +6.4% | +50.7% | -44.3% | -12.6% |
| 3Y | +34.0% | +125.4% | -91.4% | -9.8% |
| 5Y | +161.6% | +94.2% | +67.4% | +86.9% |
| 10Y | +278.6% | +182.8% | +95.8% | +127.5% |
| All | +3,102.8% | +1,492.9% | +1,609.9% | +1,059.5% |
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