+138.3%
ADI vs BNS
+94.7%
+43.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.4% |
| 7D | +4.6% | -0.4% | +5.0% | +4.8% |
| 30D | -1.2% | +3.5% | -4.6% | -3.6% |
| 3M | -7.8% | +14.1% | -21.9% | -15.8% |
| 6M | +19.3% | +33.8% | -14.4% | -2.1% |
| YTD | +40.9% | +29.5% | +11.5% | +17.7% |
| 1Y | +54.5% | +48.4% | +6.1% | +17.6% |
| 3Y | +123.4% | +129.6% | -6.2% | +24.8% |
| All | +138.3% | +94.7% | +43.6% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling