-29.1%
AA vs BNS
+1,485.2%
-1,514.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.6% |
| 7D | +0.5% | +0.9% | -0.4% | -0.3% |
| 30D | -0.6% | +2.8% | -3.4% | -3.1% |
| 3M | -19.7% | +3.0% | -22.7% | -22.5% |
| 6M | -41.6% | +23.3% | -64.8% | -53.0% |
| YTD | -24.6% | +29.3% | -54.0% | -42.7% |
| 1Y | +4.9% | +41.7% | -36.8% | -27.2% |
| 3Y | +66.8% | +147.7% | -80.9% | -33.7% |
| 5Y | -19.4% | +79.4% | -98.8% | -54.8% |
| 10Y | +43.1% | +188.5% | -145.4% | -45.4% |
| All | -29.1% | +1,485.2% | -1,514.3% | -94.1% |
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