-16.6%
AMRZ vs BNS
+80.8%
-97.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.2% |
| 7D | -1.1% | -0.8% | -0.4% | -0.6% |
| 30D | +18.3% | +5.5% | +12.8% | +15.0% |
| 3M | -8.0% | +6.0% | -14.0% | -10.7% |
| 6M | -18.7% | +22.6% | -41.3% | -28.1% |
| YTD | -19.8% | +30.5% | -50.3% | -32.1% |
| 1Y | -12.3% | +44.1% | -56.4% | -27.5% |
| All | -16.6% | +80.8% | -97.4% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling