+1,425.2%
AMAT vs BNS
+188.9%
+1,236.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.3% | +5.4% |
| 7D | +7.0% | -3.2% | +10.2% | +10.5% |
| 30D | -20.6% | +5.1% | -25.7% | -23.4% |
| 3M | -24.8% | +6.0% | -30.7% | -28.5% |
| 6M | -10.7% | +23.4% | -34.1% | -24.7% |
| YTD | +54.3% | +30.4% | +23.9% | +24.4% |
| 1Y | +73.7% | +44.0% | +29.8% | +29.5% |
| 3Y | +168.4% | +150.3% | +18.1% | +24.9% |
| 5Y | +167.6% | +83.0% | +84.5% | +62.1% |
| 10Y | +1,425.2% | +190.9% | +1,234.3% | +594.9% |
| All | +1,425.2% | +188.9% | +1,236.2% | +594.9% |
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 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