+185.0%
BNS vs ACM
+131.7%
+53.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -2.2% | -5.9% | +3.7% | -0.1% |
| 30D | +4.5% | -6.2% | +10.7% | +6.2% |
| 3M | +14.9% | -7.9% | +22.8% | +16.9% |
| 6M | +32.5% | -30.6% | +63.1% | +49.2% |
| YTD | +28.6% | -33.3% | +61.9% | +46.0% |
| 1Y | +48.4% | -49.2% | +97.6% | +86.3% |
| 3Y | +130.8% | -23.5% | +154.2% | +140.8% |
| 5Y | +94.8% | +0.9% | +93.9% | +78.3% |
| All | +185.0% | +131.7% | +53.4% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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