+376.7%
BNS vs ACM
+252.1%
+124.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +0.9% | +5.6% | -4.7% | -1.2% |
| 30D | +2.8% | +20.8% | -18.1% | -4.3% |
| 3M | +3.0% | +11.4% | -8.4% | -1.6% |
| 6M | +23.3% | +0.9% | +22.3% | +20.9% |
| YTD | +29.3% | -24.8% | +54.2% | +40.3% |
| 1Y | +41.7% | -46.4% | +88.1% | +74.4% |
| 3Y | +147.7% | -9.2% | +157.0% | +144.0% |
| 5Y | +79.4% | +5.0% | +74.4% | +64.8% |
| 10Y | +188.5% | +130.6% | +57.9% | +83.8% |
| All | +376.7% | +252.1% | +124.6% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling