+73.7%
AMAT vs BNS
+42.8%
+30.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.3% | +5.3% |
| 7D | +7.0% | -3.2% | +10.2% | +10.9% |
| 30D | -20.6% | +5.1% | -25.7% | -23.2% |
| 3M | -24.8% | +6.0% | -30.7% | -28.4% |
| 6M | -10.7% | +23.4% | -34.1% | -28.0% |
| YTD | +54.3% | +30.4% | +23.9% | +16.8% |
| 1Y | +73.7% | +44.0% | +29.8% | +20.2% |
| All | +73.7% | +42.8% | +30.9% | +20.2% |
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