+506.6%
APP vs BNS
+96.4%
+410.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.8% |
| 7D | +61.1% | -1.1% | +62.2% | +60.8% |
| 30D | +42.8% | +4.7% | +38.0% | +34.8% |
| 3M | +16.7% | +5.5% | +11.1% | +8.6% |
| 6M | -15.6% | +21.7% | -37.3% | -32.3% |
| YTD | -41.3% | +29.5% | -70.8% | -55.5% |
| 1Y | -39.3% | +41.9% | -81.2% | -58.0% |
| 3Y | +803.2% | +148.5% | +654.7% | +255.7% |
| 5Y | +313.2% | +80.3% | +232.9% | +133.5% |
| All | +506.6% | +96.4% | +410.2% | +224.7% |
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 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