+348.0%
AMD vs BNS
+130.6%
+217.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.7% |
| 7D | +2.6% | +1.5% | +1.0% | +1.0% |
| 30D | -0.9% | +6.0% | -6.9% | -6.0% |
| 3M | -8.7% | +16.3% | -25.1% | -20.2% |
| 6M | +136.3% | +28.8% | +107.6% | +89.7% |
| YTD | +123.0% | +30.0% | +93.0% | +78.4% |
| 1Y | +195.2% | +50.7% | +144.5% | +111.1% |
| All | +348.0% | +130.6% | +217.4% | +137.8% |
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 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