+887.9%
APP vs BNS
+149.7%
+738.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +4.6% | +0.9% | +3.6% | +3.9% |
| 30D | +56.0% | +2.8% | +53.3% | +50.0% |
| 3M | +30.8% | +3.0% | +27.8% | +25.1% |
| 6M | -9.8% | +23.3% | -33.1% | -28.7% |
| YTD | -39.3% | +29.3% | -68.6% | -53.8% |
| 1Y | -26.4% | +41.7% | -68.1% | -48.7% |
| 3Y | +887.9% | +147.7% | +740.2% | +323.1% |
| All | +887.9% | +149.7% | +738.3% | +323.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling