+124.6%
AMC vs BNS
+30.4%
+94.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +2.3% | +1.5% | +0.8% | +1.7% |
| 30D | -0.7% | +6.0% | -6.7% | -2.7% |
| 3M | +35.2% | +16.3% | +18.9% | +17.5% |
| 6M | +124.6% | +28.8% | +95.8% | +68.4% |
| All | +124.6% | +30.4% | +94.2% | +68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling