+132.6%
BNS vs ABCL
-81.0%
+213.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +1.0% | +4.4% | -3.4% | +0.7% |
| 30D | +2.7% | -7.9% | +10.6% | +3.1% |
| 3M | +3.5% | +12.2% | -8.7% | +2.4% |
| 6M | +22.1% | +134.7% | -112.7% | +14.6% |
| YTD | +29.5% | +239.8% | -210.3% | +18.2% |
| 1Y | +40.7% | +192.7% | -152.0% | +29.5% |
| 3Y | +148.6% | +187.6% | -39.0% | +122.8% |
| 5Y | +79.6% | -22.6% | +102.2% | +68.0% |
| All | +132.6% | -81.0% | +213.6% | +123.2% |
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