+24.5%
ALAB vs BNS
+52.0%
-27.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -7.4% |
| 7D | -24.9% | +2.0% | -26.9% | -26.4% |
| 30D | -38.4% | +7.8% | -46.1% | -42.9% |
| 3M | -38.3% | +11.7% | -49.9% | -45.5% |
| 6M | +10.9% | +28.2% | -17.3% | -18.6% |
| YTD | +34.2% | +34.8% | -0.6% | -4.4% |
| 1Y | +24.5% | +51.1% | -26.5% | +2.8% |
| All | +24.5% | +52.0% | -27.5% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling