+58.5%
AMAT vs BNS
+44.0%
+14.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.6% | +9.6% |
| 7D | -1.1% | -0.8% | -0.3% | +0.4% |
| 30D | -26.9% | +5.5% | -32.4% | -29.6% |
| 3M | -31.2% | +6.0% | -37.2% | -34.6% |
| 6M | -14.7% | +22.6% | -37.3% | -30.9% |
| YTD | +44.7% | +30.5% | +14.2% | +9.0% |
| All | +58.5% | +44.0% | +14.5% | +8.9% |
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 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