+2,155.8%
AMP vs BNS
+573.0%
+1,582.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | -2.0% | -2.2% | +0.1% | 0.0% |
| 30D | -1.7% | +4.5% | -6.2% | -6.2% |
| 3M | +23.2% | +14.9% | +8.3% | +7.1% |
| 6M | +22.2% | +32.5% | -10.3% | -8.0% |
| YTD | +14.0% | +28.6% | -14.6% | -12.0% |
| 1Y | +14.0% | +48.4% | -34.4% | -23.6% |
| 3Y | +67.0% | +130.8% | -63.8% | -29.4% |
| 5Y | +123.2% | +94.8% | +28.4% | +11.5% |
| 10Y | +578.5% | +184.3% | +394.2% | +141.6% |
| All | +2,155.8% | +573.0% | +1,582.8% | +301.8% |
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