-12.5%
AMC vs BNS
+46.9%
-59.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.7% |
| 7D | -6.8% | -1.3% | -5.5% | -6.5% |
| 30D | +1.7% | +4.0% | -2.4% | +0.2% |
| 3M | +26.8% | +13.8% | +13.0% | +16.4% |
| 6M | +117.7% | +32.7% | +85.0% | +83.2% |
| YTD | +57.7% | +27.6% | +30.1% | +32.5% |
| 1Y | -12.5% | +47.4% | -59.9% | -36.2% |
| All | -12.5% | +46.9% | -59.4% | -36.2% |
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 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