+179.6%
BNS vs AMBA
-5.3%
+184.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +1.8% | -6.4% | +8.2% | +2.6% |
| 30D | +4.5% | -26.8% | +31.3% | +8.4% |
| 3M | +15.8% | -7.6% | +23.4% | +15.4% |
| 6M | +31.5% | +21.2% | +10.3% | +25.2% |
| YTD | +28.6% | -10.4% | +39.0% | +26.7% |
| 1Y | +48.2% | -24.4% | +72.6% | +47.9% |
| 3Y | +130.8% | +6.0% | +124.8% | +110.8% |
| 5Y | +94.9% | -53.9% | +148.8% | +87.0% |
| 10Y | +179.6% | -6.2% | +185.7% | +112.4% |
| All | +179.6% | -5.3% | +184.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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