+4.9%
AA vs BNS
+40.7%
-35.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | -0.6% | +2.8% | -3.4% | -1.6% |
| 3M | -19.7% | +3.0% | -22.7% | -20.8% |
| 6M | -41.6% | +23.3% | -64.8% | -48.1% |
| YTD | -24.6% | +29.3% | -54.0% | -35.1% |
| 1Y | +4.9% | +41.7% | -36.8% | -12.3% |
| All | +4.9% | +40.7% | -35.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling