-35.7%
AUR vs BNS
+85.5%
-121.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | -6.4% | +3.5% | -9.9% | -9.8% |
| 3M | +7.7% | +14.1% | -6.4% | -6.9% |
| 6M | +44.5% | +33.8% | +10.7% | +5.2% |
| YTD | +67.4% | +29.5% | +38.0% | +25.2% |
| 1Y | +15.4% | +48.4% | -33.0% | -26.3% |
| 3Y | +94.8% | +129.6% | -34.8% | -23.5% |
| 5Y | -35.1% | +96.1% | -131.2% | -66.0% |
| All | -35.7% | +85.5% | -121.2% | -66.4% |
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