+80.2%
ALB vs BNS
+187.0%
-106.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.7% |
| 7D | -7.6% | -2.2% | -5.4% | -5.9% |
| 30D | -5.6% | +4.5% | -10.1% | -9.8% |
| 3M | -16.8% | +14.9% | -31.7% | -27.0% |
| 6M | -26.3% | +32.5% | -58.8% | -43.0% |
| YTD | -13.2% | +28.6% | -41.8% | -31.4% |
| 1Y | +68.8% | +48.4% | +20.4% | +18.1% |
| 3Y | -30.7% | +130.8% | -161.5% | -66.5% |
| 5Y | -46.3% | +94.8% | -141.1% | -70.1% |
| All | +80.2% | +187.0% | -106.8% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling