+1,094.1%
APD vs BNS
+1,492.9%
-398.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -2.2% | +1.5% | -3.8% | -3.0% |
| 30D | +2.1% | +6.0% | -3.9% | -1.4% |
| 3M | +7.2% | +16.3% | -9.2% | -1.8% |
| 6M | +11.2% | +28.8% | -17.5% | -4.0% |
| YTD | +24.4% | +30.0% | -5.6% | +6.4% |
| 1Y | +6.7% | +50.7% | -44.0% | -16.1% |
| 3Y | +9.2% | +125.4% | -116.1% | -32.0% |
| 5Y | +27.4% | +94.2% | -66.9% | -15.0% |
| 10Y | +164.8% | +182.8% | -18.0% | +38.6% |
| All | +1,094.1% | +1,492.9% | -398.8% | +123.0% |
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 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