+142.4%
AMT vs BNS
+187.6%
-45.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | +6.8% | +2.8% | +4.1% | +5.6% |
| 3M | +11.2% | +3.0% | +8.2% | +9.5% |
| 6M | +12.5% | +23.3% | -10.8% | +2.6% |
| YTD | +12.5% | +29.3% | -16.8% | +0.3% |
| 1Y | +10.1% | +41.7% | -31.6% | -5.6% |
| 3Y | +16.0% | +147.7% | -131.7% | -22.7% |
| 5Y | -17.2% | +79.4% | -96.5% | -37.3% |
| All | +142.4% | +187.6% | -45.2% | +42.4% |
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 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