+1,210.3%
ACN vs BNS
+1,476.3%
-265.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -4.8% | +1.8% | -6.6% | -5.6% |
| 30D | +1.9% | +4.5% | -2.6% | -0.5% |
| 3M | +3.9% | +15.8% | -11.9% | -4.0% |
| 6M | -15.0% | +31.5% | -46.5% | -26.5% |
| YTD | -31.9% | +28.6% | -60.5% | -40.6% |
| 1Y | -28.5% | +48.2% | -76.7% | -42.0% |
| 3Y | -41.9% | +130.8% | -172.7% | -62.7% |
| 5Y | -42.9% | +94.9% | -137.7% | -60.1% |
| 10Y | +88.7% | +179.6% | -90.8% | +7.7% |
| All | +1,210.3% | +1,476.3% | -265.9% | +92.6% |
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