-16.7%
ALC vs BNS
+49.3%
-66.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -10.3% | +3.5% | -13.7% | -10.8% |
| 3M | -0.7% | +14.1% | -14.8% | -4.5% |
| 6M | -17.8% | +33.8% | -51.6% | -26.2% |
| YTD | -15.8% | +29.5% | -45.3% | -23.9% |
| 1Y | -16.7% | +48.4% | -65.1% | -28.7% |
| All | -16.7% | +49.3% | -66.0% | -28.7% |
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 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