+407.5%
AU vs BNS
+1,476.3%
-1,068.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | -7.0% | -2.2% | -4.8% | -6.1% |
| 30D | +7.3% | +4.5% | +2.8% | +4.9% |
| 3M | +33.2% | +14.9% | +18.3% | +25.0% |
| 6M | -0.6% | +32.5% | -33.1% | -12.0% |
| YTD | +26.2% | +28.6% | -2.5% | +13.2% |
| 1Y | +68.3% | +48.4% | +19.9% | +41.8% |
| 3Y | +592.1% | +130.8% | +461.3% | +378.7% |
| 5Y | +685.3% | +94.8% | +590.5% | +478.2% |
| 10Y | +682.5% | +184.3% | +498.2% | +355.9% |
| All | +407.5% | +1,476.3% | -1,068.8% | +56.4% |
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