+92.7%
BNS vs ACM
+2.7%
+90.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.3% |
| 30D | +4.0% | -12.7% | +16.7% | +7.5% |
| 3M | +13.8% | -9.8% | +23.6% | +16.2% |
| 6M | +32.7% | -31.4% | +64.1% | +47.4% |
| YTD | +27.6% | -32.1% | +59.7% | +41.4% |
| 1Y | +47.4% | -47.8% | +95.2% | +78.2% |
| 3Y | +129.0% | -22.1% | +151.1% | +131.0% |
| 5Y | +92.7% | +1.8% | +90.9% | +75.7% |
| All | +92.7% | +2.7% | +90.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling