+4,768.2%
AMD vs BNS
+1,492.9%
+3,275.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.6% |
| 7D | +2.6% | +1.5% | +1.0% | +1.2% |
| 30D | -0.9% | +6.0% | -6.9% | -5.4% |
| 3M | -8.7% | +16.3% | -25.1% | -19.0% |
| 6M | +136.3% | +28.8% | +107.6% | +94.3% |
| YTD | +123.0% | +30.0% | +93.0% | +82.6% |
| 1Y | +195.2% | +50.7% | +144.5% | +114.8% |
| 3Y | +336.3% | +125.4% | +211.0% | +130.1% |
| 5Y | +334.5% | +94.2% | +240.2% | +161.1% |
| 10Y | +6,259.1% | +182.8% | +6,076.3% | +2,609.8% |
| All | +4,768.2% | +1,492.9% | +3,275.3% | +205.5% |
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