+45.0%
ADP vs BNS
+93.4%
-48.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | -3.1% | +4.0% | -7.1% | -4.5% |
| 3M | +15.6% | +13.8% | +1.8% | +10.2% |
| 6M | +20.8% | +32.7% | -11.9% | +8.3% |
| YTD | +4.7% | +27.6% | -22.9% | -4.8% |
| 1Y | -8.3% | +47.4% | -55.7% | -21.6% |
| 3Y | +13.6% | +129.0% | -115.4% | -21.2% |
| 5Y | +45.0% | +92.7% | -47.7% | +11.3% |
| All | +45.0% | +93.4% | -48.3% | +11.3% |
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