+5,081.5%
AME vs BNS
+1,476.3%
+3,605.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.6% |
| 7D | +2.8% | +1.8% | +1.0% | +1.7% |
| 30D | -6.3% | +4.5% | -10.8% | -8.8% |
| 3M | +5.4% | +15.8% | -10.4% | -3.4% |
| 6M | +7.4% | +31.5% | -24.0% | -8.5% |
| YTD | +16.2% | +28.6% | -12.4% | +0.1% |
| 1Y | +26.8% | +48.2% | -21.4% | +0.7% |
| 3Y | +57.5% | +130.8% | -73.3% | -4.7% |
| 5Y | +84.8% | +94.9% | -10.0% | +21.6% |
| 10Y | +424.3% | +179.6% | +244.7% | +176.8% |
| All | +5,081.5% | +1,476.3% | +3,605.2% | +945.1% |
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