+5,184.0%
AME vs BNS
+1,485.2%
+3,698.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +5.9% | +0.9% | +5.0% | +5.3% |
| 30D | -1.9% | +2.8% | -4.7% | -3.4% |
| 3M | -5.4% | +3.0% | -8.4% | -7.2% |
| 6M | +4.9% | +23.3% | -18.3% | -7.3% |
| YTD | +18.5% | +29.3% | -10.9% | +1.7% |
| 1Y | +25.5% | +41.7% | -16.2% | +2.2% |
| 3Y | +63.0% | +147.7% | -84.7% | -5.1% |
| 5Y | +78.3% | +79.4% | -1.1% | +23.2% |
| 10Y | +447.1% | +188.5% | +258.6% | +183.9% |
| All | +5,184.0% | +1,485.2% | +3,698.7% | +961.6% |
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