+4,477.4%
AMD vs BNS
+1,470.7%
+3,006.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | -11.0% | -2.2% | -8.8% | -9.0% |
| 30D | -30.5% | +5.1% | -35.6% | -32.7% |
| 3M | -8.2% | +4.7% | -13.0% | -11.1% |
| 6M | +6.6% | +19.0% | -12.5% | -6.6% |
| YTD | +109.7% | +28.2% | +81.5% | +74.6% |
| 1Y | +88.9% | +43.4% | +45.5% | +44.1% |
| 3Y | +301.8% | +143.1% | +158.7% | +101.8% |
| 5Y | +229.4% | +77.3% | +152.0% | +113.5% |
| 10Y | +6,745.1% | +183.5% | +6,561.7% | +2,826.0% |
| All | +4,477.4% | +1,470.7% | +3,006.7% | +192.2% |
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