+2,135.4%
AMAT vs BNS
+1,470.7%
+664.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -2.2% | -12.5% | -13.2% |
| 30D | -36.1% | +5.1% | -41.2% | -38.0% |
| 3M | -36.9% | +4.7% | -41.6% | -39.0% |
| 6M | -22.2% | +19.0% | -41.2% | -30.6% |
| YTD | +29.9% | +28.2% | +1.8% | +10.7% |
| 1Y | +43.3% | +43.4% | -0.1% | +13.5% |
| 3Y | +142.7% | +143.1% | -0.4% | +34.9% |
| 5Y | +126.2% | +77.3% | +48.9% | +55.1% |
| 10Y | +1,211.7% | +183.5% | +1,028.3% | +574.0% |
| All | +2,135.4% | +1,470.7% | +664.7% | +187.9% |
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 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