-43.0%
ACN vs BNS
+127.2%
-170.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -1.4% | +4.0% | -5.4% | -2.1% |
| 3M | +2.6% | +13.8% | -11.2% | -0.6% |
| 6M | -14.3% | +32.7% | -47.0% | -20.7% |
| YTD | -33.1% | +27.6% | -60.7% | -37.4% |
| 1Y | -28.8% | +47.4% | -76.2% | -36.7% |
| All | -43.0% | +127.2% | -170.2% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling