-10.9%
ADM vs BNS
+22.1%
-33.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +4.2% | +0.9% | +3.3% | +4.2% |
| 30D | -12.8% | +2.8% | -15.6% | -12.8% |
| 3M | -8.5% | +3.0% | -11.5% | -8.8% |
| 6M | -10.9% | +23.3% | -34.2% | -2.9% |
| All | -10.9% | +22.1% | -33.0% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling