+400.4%
ALAB vs BNS
+112.7%
+287.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +10.8% |
| 7D | +7.2% | +1.5% | +5.7% | +5.6% |
| 30D | -2.5% | +6.0% | -8.5% | -7.6% |
| 3M | -13.3% | +16.3% | -29.7% | -24.9% |
| 6M | +172.8% | +28.8% | +144.1% | +114.9% |
| YTD | +86.6% | +30.0% | +56.6% | +48.0% |
| 1Y | +65.2% | +50.7% | +14.4% | +18.2% |
| All | +400.4% | +112.7% | +287.7% | +168.8% |
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 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