+61.5%
ALB vs BNS
+50.5%
+11.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.0% |
| 7D | -8.1% | +1.5% | -9.6% | -8.6% |
| 30D | +6.3% | +6.0% | +0.3% | +4.2% |
| 3M | -23.6% | +16.3% | -39.9% | -29.6% |
| 6M | -24.6% | +27.3% | -51.9% | -35.0% |
| YTD | -10.3% | +28.5% | -38.8% | -23.2% |
| 1Y | +61.5% | +49.0% | +12.5% | +7.8% |
| All | +61.5% | +50.5% | +11.0% | +7.8% |
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