+358.7%
ALAB vs BNS
+110.5%
+248.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -6.0% |
| 7D | +0.6% | -2.2% | +2.8% | +2.4% |
| 30D | -8.8% | +4.5% | -13.3% | -12.5% |
| 3M | -14.0% | +14.9% | -28.9% | -24.8% |
| 6M | +144.3% | +32.5% | +111.8% | +88.5% |
| YTD | +71.0% | +28.6% | +42.4% | +36.9% |
| 1Y | +23.5% | +48.4% | -24.8% | -10.5% |
| All | +358.7% | +110.5% | +248.2% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling