+379.0%
BNS vs ACM
+230.8%
+148.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.5% | -3.7% | +5.3% | +3.0% |
| 30D | +6.0% | -11.1% | +17.1% | +9.8% |
| 3M | +16.3% | -8.0% | +24.3% | +18.6% |
| 6M | +28.8% | -29.7% | +58.4% | +44.4% |
| YTD | +30.0% | -29.4% | +59.3% | +44.5% |
| 1Y | +50.7% | -46.4% | +97.1% | +85.2% |
| 3Y | +125.4% | -22.3% | +147.7% | +136.0% |
| 5Y | +94.2% | +4.5% | +89.8% | +78.3% |
| 10Y | +182.8% | +127.6% | +55.2% | +80.3% |
| All | +379.0% | +230.8% | +148.2% | +134.9% |
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