+132.5%
BNS vs ABCL
-79.6%
+212.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | +4.7% | -0.7% | +5.4% | +4.6% |
| 3M | +5.5% | +33.4% | -27.9% | +3.4% |
| 6M | +21.7% | +137.8% | -116.1% | +14.1% |
| YTD | +29.5% | +264.3% | -234.9% | +17.7% |
| 1Y | +41.9% | +209.2% | -167.3% | +30.2% |
| 3Y | +148.5% | +208.4% | -59.9% | +121.8% |
| 5Y | +80.3% | -11.9% | +92.1% | +67.8% |
| All | +132.5% | -79.6% | +212.1% | +122.2% |
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