-15.0%
AMRZ vs BNS
+42.8%
-57.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -5.5% | -3.2% | -2.2% | -3.5% |
| 30D | +15.6% | +5.1% | +10.6% | +12.2% |
| 3M | -12.1% | +6.0% | -18.1% | -15.1% |
| 6M | -19.4% | +23.4% | -42.8% | -31.4% |
| YTD | -21.9% | +30.4% | -52.3% | -37.2% |
| 1Y | -15.0% | +44.0% | -59.0% | -33.8% |
| All | -15.0% | +42.8% | -57.8% | -33.8% |
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 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