+193.4%
AMAT vs BNS
+49.3%
+144.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.9% |
| 7D | +7.0% | +1.8% | +5.2% | +4.9% |
| 30D | -12.2% | +4.5% | -16.7% | -16.1% |
| 3M | -3.8% | +15.8% | -19.6% | -17.6% |
| 6M | +45.9% | +31.5% | +14.4% | +9.5% |
| YTD | +84.6% | +28.6% | +56.0% | +42.7% |
| 1Y | +193.4% | +48.2% | +145.2% | +108.5% |
| All | +193.4% | +49.3% | +144.1% | +108.5% |
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