+119.6%
AMDL vs BNS
+111.0%
+8.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.7% | +13.6% | +12.7% |
| 7D | +18.5% | -3.2% | +21.7% | +33.1% |
| 30D | -24.2% | +5.1% | -29.3% | -26.8% |
| 3M | +11.5% | +6.0% | +5.5% | +5.4% |
| 6M | -1.0% | +23.4% | -24.4% | -30.7% |
| YTD | +260.3% | +30.4% | +229.8% | +135.2% |
| 1Y | +178.2% | +44.0% | +134.2% | +53.8% |
| All | +119.6% | +111.0% | +8.6% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling