+451.1%
AG vs BNS
+393.6%
+57.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | -0.1% | -1.3% | +1.2% | +0.7% |
| 30D | +12.5% | +4.0% | +8.4% | +9.2% |
| 3M | +28.2% | +13.8% | +14.4% | +17.4% |
| 6M | -18.8% | +32.7% | -51.5% | -32.4% |
| YTD | +27.4% | +27.6% | -0.2% | +9.1% |
| 1Y | +132.2% | +47.4% | +84.8% | +81.5% |
| 3Y | +286.9% | +129.0% | +157.9% | +127.5% |
| 5Y | +72.8% | +92.7% | -19.9% | +12.6% |
| 10Y | +74.6% | +182.1% | -107.5% | -16.7% |
| All | +451.1% | +393.6% | +57.5% | +66.0% |
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