+503.8%
APP vs BNS
+96.5%
+407.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | +10.6% | +1.0% | +9.6% | +9.7% |
| 30D | +44.6% | +2.7% | +41.8% | +39.2% |
| 3M | +29.6% | +3.5% | +26.1% | +23.2% |
| 6M | -19.8% | +22.1% | -41.8% | -35.9% |
| YTD | -41.6% | +29.5% | -71.1% | -55.7% |
| 1Y | -32.7% | +40.7% | -73.4% | -53.0% |
| 3Y | +799.0% | +148.6% | +650.4% | +254.1% |
| 5Y | +250.4% | +79.6% | +170.8% | +98.3% |
| All | +503.8% | +96.5% | +407.3% | +223.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling