+358.8%
APP vs BNS
+94.5%
+264.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.6% |
| 7D | +0.1% | +1.8% | -1.7% | -1.8% |
| 30D | -10.0% | +4.5% | -14.5% | -14.5% |
| 3M | -44.6% | +15.8% | -60.4% | -53.0% |
| 6M | -37.9% | +31.5% | -69.3% | -54.1% |
| YTD | -53.7% | +28.6% | -82.3% | -64.6% |
| 1Y | -43.0% | +48.2% | -91.2% | -62.4% |
| 3Y | +640.8% | +130.8% | +510.0% | +205.3% |
| 5Y | +358.8% | +94.9% | +263.9% | +153.2% |
| All | +358.8% | +94.5% | +264.4% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling