+49.9%
AR vs BNS
+127.2%
-77.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | +5.5% | +4.0% | +1.5% | +4.8% |
| 3M | +12.9% | +13.8% | -0.9% | +10.0% |
| 6M | +0.1% | +32.7% | -32.6% | -6.7% |
| YTD | +13.5% | +27.6% | -14.1% | +7.0% |
| 1Y | +21.6% | +47.4% | -25.8% | +7.3% |
| All | +49.9% | +127.2% | -77.2% | +8.5% |
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