+1,315.3%
AMAT vs BNS
+186.8%
+1,128.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.6% | +9.9% |
| 7D | -1.1% | -0.8% | -0.3% | 0.0% |
| 30D | -26.9% | +5.5% | -32.4% | -29.8% |
| 3M | -31.2% | +6.0% | -37.2% | -34.6% |
| 6M | -14.7% | +22.6% | -37.3% | -27.7% |
| YTD | +44.7% | +30.5% | +14.2% | +16.7% |
| 1Y | +62.0% | +44.1% | +17.8% | +20.6% |
| 3Y | +165.0% | +150.8% | +14.2% | +23.2% |
| 5Y | +147.1% | +80.7% | +66.4% | +51.3% |
| 10Y | +1,315.3% | +185.2% | +1,130.1% | +555.7% |
| All | +1,315.3% | +186.8% | +1,128.4% | +555.7% |
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