+92.7%
BNS vs ALM
+958.0%
-865.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.6% |
| 7D | -1.3% | +3.6% | -4.9% | -1.4% |
| 30D | +4.0% | +33.8% | -29.8% | +2.7% |
| 3M | +13.8% | +14.8% | -1.0% | +12.8% |
| 6M | +32.7% | -7.0% | +39.6% | +31.9% |
| YTD | +27.6% | +108.1% | -80.5% | +23.4% |
| 1Y | +47.4% | +313.8% | -266.4% | +38.9% |
| 3Y | +129.0% | +2,227.6% | -2,098.6% | +98.0% |
| 5Y | +92.7% | +956.6% | -863.9% | +69.3% |
| All | +92.7% | +958.0% | -865.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling