+131.0%
BNS vs ABCL
-81.2%
+212.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +4.5% | +65.1% | -60.6% | +1.2% |
| 3M | +15.8% | +111.1% | -95.3% | +10.0% |
| 6M | +31.5% | +231.6% | -200.1% | +21.0% |
| YTD | +28.6% | +234.5% | -205.9% | +17.8% |
| 1Y | +48.2% | +174.3% | -126.1% | +36.6% |
| 3Y | +130.8% | +111.5% | +19.3% | +110.7% |
| 5Y | +94.9% | -37.3% | +132.2% | +83.4% |
| All | +131.0% | -81.2% | +212.3% | +122.5% |
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