+1,162.8%
APD vs BNS
+1,485.2%
-322.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.8% | +0.9% | +2.9% | +3.3% |
| 30D | +8.2% | +2.8% | +5.4% | +6.6% |
| 3M | +4.3% | +3.0% | +1.3% | +2.1% |
| 6M | +4.7% | +23.3% | -18.6% | -7.3% |
| YTD | +31.5% | +29.3% | +2.2% | +12.6% |
| 1Y | +23.5% | +41.7% | -18.1% | +0.4% |
| 3Y | +29.1% | +147.7% | -118.6% | -23.8% |
| 5Y | +15.9% | +79.4% | -63.5% | -19.3% |
| 10Y | +191.9% | +188.5% | +3.4% | +50.9% |
| All | +1,162.8% | +1,485.2% | -322.5% | +136.0% |
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