+133.4%
BNS vs ABCL
-81.3%
+214.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +6.0% | +93.1% | -87.1% | +1.6% |
| 3M | +16.3% | +79.4% | -63.1% | +11.6% |
| 6M | +28.8% | +214.9% | -186.1% | +18.9% |
| YTD | +30.0% | +234.2% | -204.2% | +19.0% |
| 1Y | +50.7% | +174.8% | -124.1% | +38.9% |
| 3Y | +125.4% | +104.5% | +20.9% | +106.1% |
| 5Y | +94.2% | -39.0% | +133.2% | +82.9% |
| All | +133.4% | -81.3% | +214.7% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling