-3.7%
APA vs BNS
+188.9%
-192.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.3% |
| 7D | +4.6% | -0.4% | +5.0% | +5.0% |
| 30D | +11.9% | +3.5% | +8.5% | +6.3% |
| 3M | +22.5% | +14.1% | +8.4% | +2.8% |
| 6M | +37.5% | +33.8% | +3.8% | -6.8% |
| YTD | +87.2% | +29.5% | +57.7% | +30.8% |
| 1Y | +101.4% | +48.4% | +53.0% | +18.5% |
| 3Y | +16.9% | +129.6% | -112.7% | -62.7% |
| 5Y | +178.4% | +96.1% | +82.4% | +8.3% |
| All | -3.7% | +188.9% | -192.6% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling