+1,321.9%
AMAT vs BNS
+187.6%
+1,134.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +11.4% | +0.9% | +10.4% | +10.7% |
| 30D | -17.0% | +2.8% | -19.8% | -18.4% |
| 3M | -30.6% | +3.0% | -33.6% | -32.5% |
| 6M | -14.9% | +23.3% | -38.2% | -28.2% |
| YTD | +44.7% | +29.3% | +15.3% | +17.5% |
| 1Y | +66.9% | +41.7% | +25.2% | +26.0% |
| 3Y | +153.3% | +147.7% | +5.6% | +18.9% |
| 5Y | +146.2% | +79.4% | +66.9% | +51.6% |
| All | +1,321.9% | +187.6% | +1,134.3% | +522.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling