-67.4%
AMC vs BNS
+130.6%
-198.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.0% |
| 7D | +2.3% | +1.5% | +0.8% | +1.3% |
| 30D | -0.7% | +6.0% | -6.7% | -4.5% |
| 3M | +35.2% | +16.3% | +18.9% | +21.0% |
| 6M | +124.6% | +28.8% | +95.8% | +87.2% |
| YTD | +69.9% | +30.0% | +39.9% | +39.9% |
| 1Y | -2.6% | +50.7% | -53.3% | -28.2% |
| All | -67.4% | +130.6% | -198.0% | -83.1% |
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