-24.2%
AR vs BNS
+205.8%
-230.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | +2.5% | +1.5% | +0.9% | +1.1% |
| 30D | +14.8% | +6.0% | +8.8% | +8.8% |
| 3M | +6.2% | +16.3% | -10.1% | -7.6% |
| 6M | +4.3% | +28.8% | -24.5% | -18.1% |
| YTD | +14.4% | +30.0% | -15.6% | -11.5% |
| 1Y | +21.3% | +50.7% | -29.4% | -18.1% |
| 3Y | +39.8% | +125.4% | -85.6% | -36.5% |
| 5Y | +142.1% | +94.2% | +47.8% | +26.9% |
| 10Y | +52.0% | +182.8% | -130.8% | -43.1% |
| All | -24.2% | +205.8% | -230.0% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling