+11.0%
AMP vs BNS
+52.2%
-41.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.2% | +1.5% | -1.3% | -0.3% |
| 30D | -0.1% | +6.0% | -6.0% | -2.1% |
| 3M | +23.6% | +16.3% | +7.2% | +16.7% |
| 6M | +20.4% | +28.8% | -8.4% | +8.8% |
| YTD | +15.4% | +30.0% | -14.5% | +4.3% |
| 1Y | +11.0% | +50.7% | -39.7% | -5.9% |
| All | +11.0% | +52.2% | -41.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling