+565.7%
AMZN vs BNS
+188.9%
+376.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -3.9% | +3.5% | -7.4% | -5.5% |
| 3M | +6.3% | +14.1% | -7.7% | +0.2% |
| 6M | +20.8% | +33.8% | -13.0% | +6.2% |
| YTD | +11.2% | +29.5% | -18.2% | -1.0% |
| 1Y | +11.7% | +48.4% | -36.7% | -6.3% |
| 3Y | +79.4% | +129.6% | -50.2% | +23.4% |
| 5Y | +48.0% | +96.1% | -48.0% | +9.5% |
| All | +565.7% | +188.9% | +376.8% | +325.5% |
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