+1,086.0%
ADP vs BNS
+1,492.9%
-406.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -3.4% | +1.5% | -5.0% | -4.1% |
| 30D | +2.8% | +6.0% | -3.2% | 0.0% |
| 3M | +20.9% | +16.3% | +4.6% | +12.7% |
| 6M | +29.9% | +28.8% | +1.1% | +15.4% |
| YTD | +9.6% | +30.0% | -20.3% | -3.1% |
| 1Y | -5.3% | +50.7% | -56.0% | -21.7% |
| 3Y | +16.5% | +125.4% | -108.9% | -20.2% |
| 5Y | +49.4% | +94.2% | -44.8% | +8.3% |
| 10Y | +282.2% | +182.8% | +99.4% | +130.8% |
| All | +1,086.0% | +1,492.9% | -406.9% | +221.7% |
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 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