-7.9%
AA vs BNS
+1,476.3%
-1,484.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +4.6% |
| 7D | +1.7% | +1.8% | -0.2% | -0.3% |
| 30D | +3.3% | +4.5% | -1.2% | -1.7% |
| 3M | -29.4% | +15.8% | -45.2% | -39.5% |
| 6M | -12.8% | +31.5% | -44.3% | -34.5% |
| YTD | -2.1% | +28.6% | -30.7% | -25.0% |
| 1Y | +62.8% | +48.2% | +14.6% | +8.1% |
| 3Y | +90.5% | +130.8% | -40.3% | -18.6% |
| 5Y | +19.1% | +94.9% | -75.8% | -38.3% |
| 10Y | +124.8% | +179.6% | -54.8% | -11.7% |
| All | -7.9% | +1,476.3% | -1,484.2% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling