+120.4%
AS vs BNS
+124.0%
-3.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +4.4% |
| 7D | -4.9% | +1.5% | -6.4% | -6.1% |
| 30D | -19.6% | +6.0% | -25.6% | -23.4% |
| 3M | -14.4% | +16.3% | -30.7% | -25.0% |
| 6M | -20.1% | +28.8% | -48.9% | -35.9% |
| YTD | -20.9% | +30.0% | -50.9% | -36.9% |
| 1Y | -21.9% | +50.7% | -72.6% | -44.2% |
| All | +120.4% | +124.0% | -3.7% | +22.8% |
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