+132.3%
BNS vs ABCL
-81.2%
+213.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.1% |
| 30D | +2.8% | -7.1% | +9.9% | +3.1% |
| 3M | +3.0% | +4.7% | -1.7% | +2.3% |
| 6M | +23.3% | +140.9% | -117.6% | +15.5% |
| YTD | +29.3% | +236.0% | -206.6% | +18.1% |
| 1Y | +41.7% | +217.4% | -175.7% | +29.8% |
| 3Y | +147.7% | +188.7% | -41.0% | +122.0% |
| 5Y | +79.4% | -23.5% | +102.9% | +67.9% |
| All | +132.3% | -81.2% | +213.5% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling