+6,456.8%
AMT vs BNS
+1,492.9%
+4,963.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -0.2% | +1.5% | -1.8% | -1.0% |
| 30D | +4.6% | +6.0% | -1.3% | +1.2% |
| 3M | -8.4% | +16.3% | -24.8% | -16.0% |
| 6M | -6.0% | +28.8% | -34.8% | -18.5% |
| YTD | +2.1% | +30.0% | -27.8% | -12.1% |
| 1Y | -6.4% | +50.7% | -57.1% | -25.6% |
| 3Y | +8.1% | +125.4% | -117.3% | -31.9% |
| 5Y | -31.9% | +94.2% | -126.2% | -54.0% |
| 10Y | +97.1% | +182.8% | -85.7% | +1.8% |
| All | +6,456.8% | +1,492.9% | +4,963.9% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling