+217.2%
BNS vs ALM
+7,705.7%
-7,488.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.2% |
| 7D | +1.5% | -2.6% | +4.2% | +1.6% |
| 30D | +6.0% | +32.0% | -26.1% | +5.9% |
| 3M | +16.3% | -15.0% | +31.4% | +16.4% |
| 6M | +28.8% | -10.1% | +38.9% | +28.7% |
| YTD | +30.0% | +99.4% | -69.5% | +29.7% |
| 1Y | +50.7% | +316.4% | -265.6% | +50.1% |
| 3Y | +125.4% | +2,022.0% | -1,896.6% | +123.3% |
| 5Y | +94.2% | +941.2% | -847.0% | +92.6% |
| 10Y | +182.8% | +2,950.3% | -2,767.5% | +179.7% |
| All | +217.2% | +7,705.7% | -7,488.6% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling