+1,217.2%
ADP vs BNS
+1,498.6%
-281.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.9% | -3.2% | +4.2% | +2.2% |
| 30D | +11.9% | +5.1% | +6.8% | +9.4% |
| 3M | +13.7% | +6.0% | +7.8% | +10.4% |
| 6M | +46.8% | +23.4% | +23.4% | +33.0% |
| YTD | +21.8% | +30.4% | -8.7% | +7.2% |
| 1Y | +23.5% | +44.0% | -20.4% | +4.0% |
| 3Y | +44.1% | +150.3% | -106.3% | -5.9% |
| 5Y | +49.9% | +83.0% | -33.2% | +11.3% |
| 10Y | +318.8% | +190.9% | +127.8% | +149.7% |
| All | +1,217.2% | +1,498.6% | -281.4% | +255.9% |
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 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