+93.5%
AMCR vs BNS
+253.9%
-160.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.9% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.8% | +3.5% | -11.3% | -9.3% |
| 3M | +7.5% | +14.1% | -6.5% | +1.4% |
| 6M | +2.7% | +33.8% | -31.1% | -9.2% |
| YTD | +6.0% | +29.5% | -23.4% | -5.1% |
| 1Y | +7.8% | +48.4% | -40.6% | -8.9% |
| 3Y | +5.8% | +129.6% | -123.8% | -25.9% |
| 5Y | -11.6% | +96.1% | -107.7% | -34.4% |
| 10Y | +14.6% | +186.2% | -171.6% | -27.6% |
| All | +93.5% | +253.9% | -160.4% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling