+214.0%
AMAT vs BNS
+130.6%
+83.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.1% |
| 7D | -1.5% | +1.5% | -3.1% | -2.6% |
| 30D | -14.8% | +6.0% | -20.7% | -18.4% |
| 3M | -9.3% | +16.3% | -25.6% | -18.2% |
| 6M | +27.4% | +28.8% | -1.4% | +7.5% |
| YTD | +77.6% | +30.0% | +47.6% | +49.2% |
| 1Y | +188.9% | +50.7% | +138.2% | +123.8% |
| All | +214.0% | +130.6% | +83.4% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling