-20.2%
AMRZ vs BNS
+79.2%
-99.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | +13.0% | +2.8% | +10.2% | +11.5% |
| 3M | -12.1% | +3.0% | -15.1% | -13.2% |
| 6M | -19.1% | +23.3% | -42.4% | -28.7% |
| YTD | -23.3% | +29.3% | -52.6% | -34.6% |
| 1Y | -16.6% | +41.7% | -58.3% | -30.5% |
| All | -20.2% | +79.2% | -99.4% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling