+257.6%
ALAB vs BNS
+111.7%
+146.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +16.3% | +0.9% | +15.4% | +15.5% |
| 30D | -26.1% | +2.8% | -28.9% | -26.8% |
| 3M | -31.3% | +3.0% | -34.3% | -32.2% |
| 6M | -1.0% | +23.3% | -24.3% | -16.9% |
| YTD | +33.3% | +29.3% | +4.0% | +7.7% |
| 1Y | +53.5% | +41.7% | +11.9% | +16.7% |
| All | +257.6% | +111.7% | +146.0% | +95.7% |
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 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