+1.7%
ALC vs BNS
+151.8%
-150.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -6.3% | -3.2% | -3.0% | -5.2% |
| 30D | +12.6% | +5.1% | +7.5% | +10.5% |
| 3M | -3.8% | +6.0% | -9.8% | -6.2% |
| 6M | +16.8% | +23.4% | -6.5% | +6.0% |
| YTD | -7.6% | +30.4% | -38.0% | -18.8% |
| 1Y | -5.9% | +44.0% | -49.8% | -21.2% |
| All | +1.7% | +151.8% | -150.0% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling