-12.3%
AMRZ vs BNS
+52.0%
-64.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +3.3% |
| 7D | +10.3% | +2.0% | +8.3% | +9.0% |
| 30D | +18.7% | +7.8% | +10.9% | +13.4% |
| 3M | -14.6% | +11.7% | -26.3% | -20.3% |
| 6M | -12.9% | +28.2% | -41.1% | -27.2% |
| YTD | -17.4% | +34.8% | -52.1% | -34.3% |
| 1Y | -12.3% | +51.1% | -63.4% | -30.2% |
| All | -12.3% | +52.0% | -64.3% | -30.2% |
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