-0.5%
AGG vs BNS
+52.0%
-52.5%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.3% |
| 7D | +0.5% | +2.0% | -1.5% | +0.4% |
| 30D | +2.4% | +7.8% | -5.4% | +1.9% |
| 3M | -1.0% | +11.7% | -12.6% | -1.7% |
| 6M | -0.9% | +28.2% | -29.1% | -2.6% |
| YTD | -0.9% | +34.8% | -35.7% | -3.1% |
| 1Y | -0.5% | +51.1% | -51.5% | -3.3% |
| All | -0.5% | +52.0% | -52.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling