-71.3%
AMC vs BNS
+141.7%
-213.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +2.6% | -2.2% | +4.8% | +4.6% |
| 30D | +9.0% | +5.1% | +3.9% | +6.8% |
| 3M | +22.2% | +4.7% | +17.4% | +19.4% |
| 6M | +91.5% | +19.0% | +72.4% | +69.8% |
| YTD | +101.3% | +28.2% | +73.1% | +69.1% |
| 1Y | +20.8% | +43.4% | -22.6% | -6.6% |
| 3Y | -71.3% | +143.1% | -214.4% | -85.7% |
| All | -71.3% | +141.7% | -213.1% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling