+35.1%
APD vs BNS
+52.0%
-16.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +2.1% |
| 7D | +3.8% | +2.0% | +1.8% | +3.9% |
| 30D | +14.1% | +7.8% | +6.3% | +14.8% |
| 3M | +8.2% | +11.7% | -3.5% | +9.4% |
| 6M | +7.5% | +28.2% | -20.7% | +11.9% |
| YTD | +31.7% | +34.8% | -3.1% | +37.8% |
| 1Y | +35.1% | +51.1% | -16.0% | +42.0% |
| All | +35.1% | +52.0% | -16.9% | +42.0% |
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 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