-2.6%
AMC vs BNS
+50.5%
-53.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +2.3% | +1.5% | +0.8% | +1.8% |
| 30D | -0.7% | +6.0% | -6.7% | -2.7% |
| 3M | +35.2% | +16.3% | +18.9% | +23.2% |
| 6M | +124.6% | +27.3% | +97.3% | +90.5% |
| YTD | +69.9% | +28.5% | +41.4% | +42.6% |
| 1Y | -2.6% | +49.0% | -51.6% | -30.4% |
| All | -2.6% | +50.5% | -53.0% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling