-18.3%
AMRZ vs BNS
+78.2%
-96.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -3.7% |
| 7D | -2.0% | +1.8% | -3.8% | -2.9% |
| 30D | -9.8% | +4.5% | -14.3% | -11.9% |
| 3M | -17.2% | +15.8% | -33.0% | -24.3% |
| 6M | -26.9% | +31.5% | -58.4% | -38.3% |
| YTD | -21.5% | +28.6% | -50.1% | -33.0% |
| 1Y | -22.9% | +48.2% | -71.1% | -36.6% |
| All | -18.3% | +78.2% | -96.5% | -35.8% |
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 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