+61.4%
AMAT vs BNS
+52.0%
+9.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -5.7% |
| 7D | -11.2% | +2.0% | -13.2% | -12.6% |
| 30D | -31.9% | +7.8% | -39.6% | -36.0% |
| 3M | -32.3% | +11.7% | -44.0% | -39.4% |
| 6M | -5.4% | +28.2% | -33.6% | -26.5% |
| YTD | +44.3% | +34.8% | +9.5% | +6.1% |
| 1Y | +61.4% | +51.1% | +10.3% | +7.9% |
| All | +61.4% | +52.0% | +9.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling