-35.9%
APP vs BNS
+50.5%
-86.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.3% |
| 7D | +0.9% | +1.5% | -0.7% | -0.6% |
| 30D | -23.3% | +6.0% | -29.2% | -27.6% |
| 3M | -42.6% | +16.3% | -59.0% | -51.4% |
| 6M | -33.6% | +27.3% | -60.9% | -50.0% |
| YTD | -52.4% | +28.5% | -80.9% | -62.3% |
| 1Y | -35.9% | +49.0% | -84.9% | -53.7% |
| All | -35.9% | +50.5% | -86.4% | -53.7% |
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