+216.0%
BNS vs ALM
+3,289.7%
-3,073.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | +1.0% | -4.0% | +5.0% | +1.0% |
| 30D | +2.7% | -30.5% | +33.2% | +2.8% |
| 3M | +3.5% | -46.9% | +50.4% | +3.7% |
| 6M | +22.1% | -65.5% | +87.6% | +22.4% |
| YTD | +29.5% | -13.4% | +42.9% | +29.5% |
| 1Y | +40.7% | +9.8% | +30.9% | +40.6% |
| 3Y | +148.6% | +783.1% | -634.5% | +147.0% |
| 5Y | +79.6% | +378.3% | -298.7% | +78.5% |
| 10Y | +188.9% | +1,942.8% | -1,754.0% | +186.3% |
| All | +216.0% | +3,289.7% | -3,073.7% | +210.8% |
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