+67.2%
ADM vs BNS
+92.5%
-25.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.9% |
| 30D | +8.7% | +4.5% | +4.2% | +6.7% |
| 3M | +7.6% | +14.9% | -7.3% | +1.4% |
| 6M | +26.9% | +32.5% | -5.6% | +12.0% |
| YTD | +54.3% | +28.6% | +25.7% | +37.7% |
| 1Y | +45.7% | +48.4% | -2.7% | +21.5% |
| 3Y | +21.9% | +130.8% | -108.9% | -19.1% |
| 5Y | +67.2% | +94.8% | -27.6% | +13.3% |
| All | +67.2% | +92.5% | -25.4% | +13.3% |
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 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