+193.4%
BNS vs ALM
+2,100.8%
-1,907.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +2.8% | -19.3% | +22.1% | +3.4% |
| 3M | +3.0% | -40.6% | +43.6% | +4.5% |
| 6M | +23.3% | -57.9% | +81.2% | +26.0% |
| YTD | +29.3% | -6.7% | +36.0% | +28.7% |
| 1Y | +41.7% | +20.2% | +21.5% | +39.8% |
| 3Y | +147.7% | +879.4% | -731.7% | +126.1% |
| 5Y | +79.4% | +415.3% | -335.9% | +64.8% |
| All | +193.4% | +2,100.8% | -1,907.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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