+122.5%
AMP vs BNS
+94.7%
+27.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | -1.3% | +3.5% | -4.8% | -3.9% |
| 3M | +24.2% | +14.1% | +10.1% | +12.4% |
| 6M | +24.6% | +33.8% | -9.2% | -0.3% |
| YTD | +14.8% | +29.5% | -14.6% | -6.0% |
| 1Y | +12.8% | +48.4% | -35.6% | -17.1% |
| 3Y | +69.0% | +129.6% | -60.6% | -15.3% |
| All | +122.5% | +94.7% | +27.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling