+367.9%
APP vs BNS
+93.6%
+274.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.5% |
| 7D | -4.4% | -1.3% | -3.1% | -3.2% |
| 30D | -10.0% | +4.0% | -14.0% | -13.9% |
| 3M | -41.4% | +13.8% | -55.2% | -49.0% |
| 6M | -41.0% | +32.7% | -73.7% | -56.4% |
| YTD | -54.7% | +27.6% | -82.3% | -64.7% |
| 1Y | -45.3% | +47.4% | -92.7% | -63.2% |
| 3Y | +624.3% | +129.0% | +495.3% | +212.6% |
| 5Y | +329.1% | +92.7% | +236.4% | +140.1% |
| All | +367.9% | +93.6% | +274.3% | +157.3% |
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