+1,018.0%
ALB vs BNS
+1,492.9%
-475.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.6% |
| 7D | -8.1% | +1.5% | -9.6% | -9.2% |
| 30D | +6.3% | +6.0% | +0.3% | +0.9% |
| 3M | -23.6% | +16.3% | -39.9% | -32.6% |
| 6M | -24.6% | +28.8% | -53.4% | -38.7% |
| YTD | -10.3% | +30.0% | -40.2% | -27.7% |
| 1Y | +61.5% | +50.7% | +10.8% | +16.4% |
| 3Y | -34.0% | +125.4% | -159.4% | -64.6% |
| 5Y | -44.6% | +94.2% | -138.8% | -66.7% |
| 10Y | +76.1% | +182.8% | -106.7% | -20.3% |
| All | +1,018.0% | +1,492.9% | -475.0% | +66.7% |
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