+158.3%
APA vs BNS
+94.7%
+63.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | +4.6% | -0.4% | +5.0% | +4.8% |
| 30D | +11.9% | +3.5% | +8.5% | +9.3% |
| 3M | +22.5% | +14.1% | +8.4% | +11.9% |
| 6M | +37.5% | +33.8% | +3.8% | +11.3% |
| YTD | +87.2% | +29.5% | +57.7% | +54.6% |
| 1Y | +101.4% | +48.4% | +53.0% | +49.0% |
| 3Y | +16.9% | +129.6% | -112.7% | -41.6% |
| All | +158.3% | +94.7% | +63.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling