+142.7%
AMAT vs BNS
+141.7%
+0.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -2.2% | -12.5% | -13.0% |
| 30D | -36.1% | +5.1% | -41.2% | -37.9% |
| 3M | -36.9% | +4.7% | -41.6% | -38.9% |
| 6M | -22.2% | +19.0% | -41.2% | -31.1% |
| YTD | +29.9% | +28.2% | +1.8% | +9.3% |
| 1Y | +43.3% | +43.4% | -0.1% | +12.8% |
| 3Y | +142.7% | +143.1% | -0.4% | +39.2% |
| All | +142.7% | +141.7% | +0.9% | +39.2% |
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 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