+15.2%
APD vs BNS
+81.8%
-66.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.2% | -3.2% | +2.1% | +0.1% |
| 30D | +11.0% | +5.1% | +5.9% | +8.9% |
| 3M | +2.6% | +6.0% | -3.4% | -0.1% |
| 6M | +4.8% | +23.4% | -18.5% | -4.4% |
| YTD | +31.0% | +30.4% | +0.6% | +15.9% |
| 1Y | +23.4% | +44.0% | -20.6% | +3.9% |
| 3Y | +28.4% | +150.3% | -122.0% | -19.4% |
| 5Y | +15.2% | +83.0% | -67.8% | -14.5% |
| All | +15.2% | +81.8% | -66.7% | -14.5% |
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