+138.0%
APA vs BNS
+1,492.9%
-1,354.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.2% |
| 7D | +0.5% | +1.5% | -1.0% | -0.8% |
| 30D | +23.4% | +6.0% | +17.4% | +16.3% |
| 3M | +12.7% | +16.3% | -3.7% | -2.7% |
| 6M | +39.4% | +28.8% | +10.7% | +8.1% |
| YTD | +79.0% | +30.0% | +49.0% | +37.2% |
| 1Y | +88.8% | +50.7% | +38.1% | +26.8% |
| 3Y | +6.4% | +125.4% | -119.0% | -51.4% |
| 5Y | +153.0% | +94.2% | +58.7% | +33.3% |
| 10Y | +7.5% | +182.8% | -175.3% | -51.0% |
| All | +138.0% | +1,492.9% | -1,354.9% | -55.1% |
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