-20.3%
AMRZ vs BNS
+79.5%
-99.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -4.0% | +1.0% | -5.0% | -4.5% |
| 30D | +12.4% | +2.7% | +9.7% | +10.9% |
| 3M | -11.5% | +3.5% | -15.0% | -12.8% |
| 6M | -21.6% | +22.1% | -43.7% | -30.5% |
| YTD | -23.4% | +29.5% | -52.9% | -34.8% |
| 1Y | -17.2% | +40.7% | -57.9% | -30.9% |
| All | -20.3% | +79.5% | -99.7% | -37.5% |
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