+268.9%
AMAT vs BNS
+94.5%
+174.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.8% |
| 7D | +7.0% | +1.8% | +5.2% | +5.2% |
| 30D | -12.2% | +4.5% | -16.7% | -15.8% |
| 3M | -3.8% | +15.8% | -19.6% | -15.1% |
| 6M | +45.9% | +31.5% | +14.4% | +16.3% |
| YTD | +84.6% | +28.6% | +56.0% | +49.9% |
| 1Y | +193.4% | +48.2% | +145.2% | +112.8% |
| 3Y | +228.1% | +130.8% | +97.3% | +60.8% |
| 5Y | +268.9% | +94.9% | +174.0% | +112.6% |
| All | +268.9% | +94.5% | +174.5% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling