+19.2%
AR vs BNS
+48.3%
-29.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.5% |
| 7D | -1.3% | -2.2% | +0.9% | -2.3% |
| 30D | +3.5% | +4.5% | -0.9% | +5.6% |
| 3M | +9.9% | +14.9% | -5.0% | +18.6% |
| 6M | +4.5% | +32.5% | -27.9% | +22.3% |
| YTD | +13.7% | +28.6% | -14.9% | +32.4% |
| 1Y | +19.2% | +48.4% | -29.1% | +41.7% |
| All | +19.2% | +48.3% | -29.1% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling