+579.1%
AU vs BNS
+130.5%
+448.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.0% |
| 30D | +7.3% | +3.5% | +3.9% | +4.7% |
| 3M | +26.3% | +14.1% | +12.3% | +15.5% |
| 6M | +1.8% | +33.8% | -32.0% | -15.4% |
| YTD | +26.8% | +29.5% | -2.6% | +7.3% |
| 1Y | +66.7% | +48.4% | +18.3% | +31.8% |
| 3Y | +579.1% | +129.6% | +449.5% | +340.2% |
| All | +579.1% | +130.5% | +448.6% | +340.2% |
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 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