-99.5%
AMC vs BNS
+94.5%
-193.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.4% |
| 7D | -0.8% | +1.8% | -2.6% | -2.6% |
| 30D | -1.2% | +4.5% | -5.6% | -6.0% |
| 3M | +42.2% | +15.8% | +26.4% | +20.5% |
| 6M | +118.8% | +31.5% | +87.3% | +63.0% |
| YTD | +64.1% | +28.6% | +35.5% | +23.7% |
| 1Y | -9.5% | +48.2% | -57.7% | -41.7% |
| 3Y | -64.3% | +130.8% | -195.1% | -86.6% |
| 5Y | -99.5% | +94.9% | -194.4% | -99.8% |
| All | -99.5% | +94.5% | -193.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling