+23.8%
ALC vs BNS
+156.3%
-132.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -2.1% | +1.5% | -3.6% | -2.8% |
| 30D | -0.1% | +6.0% | -6.1% | -3.1% |
| 3M | +5.9% | +16.3% | -10.5% | -2.2% |
| 6M | -15.9% | +28.8% | -44.7% | -26.3% |
| YTD | -10.1% | +30.0% | -40.1% | -21.7% |
| 1Y | -10.2% | +50.7% | -60.9% | -27.5% |
| 3Y | -13.6% | +125.4% | -138.9% | -43.5% |
| 5Y | -15.1% | +94.2% | -109.4% | -40.7% |
| All | +23.8% | +156.3% | -132.5% | -26.4% |
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 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