+8.6%
ALB vs BNS
+52.0%
-43.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.2% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | -9.0% | +7.8% | -16.8% | -11.3% |
| 3M | -21.1% | +11.7% | -32.8% | -24.0% |
| 6M | -49.9% | +28.2% | -78.1% | -55.4% |
| YTD | -32.3% | +34.8% | -67.1% | -41.8% |
| 1Y | +8.6% | +51.1% | -42.4% | -18.6% |
| All | +8.6% | +52.0% | -43.4% | -18.6% |
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 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