-63.4%
ALB vs BNS
+78.5%
-141.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | +0.9% | -6.7% | -6.5% |
| 30D | -4.5% | +2.8% | -7.3% | -7.2% |
| 3M | -28.1% | +3.0% | -31.1% | -30.8% |
| 6M | -53.2% | +23.3% | -76.4% | -62.3% |
| YTD | -33.3% | +29.3% | -62.7% | -49.3% |
| 1Y | -17.4% | +41.7% | -59.1% | -42.7% |
| 3Y | -14.1% | +147.7% | -161.9% | -65.6% |
| All | -63.4% | +78.5% | -141.9% | -79.4% |
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