+2,955.1%
AMAT vs BNS
+1,492.9%
+1,462.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| 3M | -9.3% | +16.3% | -25.6% | -17.9% |
| 6M | +27.4% | +28.8% | -1.4% | +8.1% |
| YTD | +77.6% | +30.0% | +47.6% | +49.8% |
| 1Y | +188.9% | +50.7% | +138.2% | +121.4% |
| 3Y | +202.3% | +125.4% | +76.9% | +75.9% |
| 5Y | +248.9% | +94.2% | +154.7% | +125.7% |
| 10Y | +1,585.2% | +182.8% | +1,402.4% | +765.2% |
| All | +2,955.1% | +1,492.9% | +1,462.1% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling