+48.5%
AMZN vs BNS
+94.7%
-46.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -3.9% | +3.5% | -7.4% | -6.0% |
| 3M | +6.3% | +14.1% | -7.7% | -2.0% |
| 6M | +20.8% | +33.8% | -13.0% | +1.0% |
| YTD | +11.2% | +29.5% | -18.2% | -5.4% |
| 1Y | +11.7% | +48.4% | -36.7% | -12.9% |
| 3Y | +79.4% | +129.6% | -50.2% | +3.4% |
| All | +48.5% | +94.7% | -46.1% | +1.8% |
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