-30.9%
AMT vs BNS
+93.4%
-124.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.5% | -1.3% | +2.7% | +2.0% |
| 30D | +3.7% | +4.0% | -0.3% | +2.0% |
| 3M | -7.2% | +13.8% | -21.0% | -12.5% |
| 6M | -4.2% | +32.7% | -36.8% | -15.6% |
| YTD | +1.9% | +27.6% | -25.7% | -8.9% |
| 1Y | -6.4% | +47.4% | -53.8% | -21.8% |
| 3Y | +7.7% | +129.0% | -121.2% | -28.9% |
| 5Y | -30.9% | +92.7% | -123.6% | -49.0% |
| All | -30.9% | +93.4% | -124.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling