+185.2%
BNS vs AMBA
+12.8%
+172.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +1.2% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | +5.5% | -8.6% | +14.1% | +6.5% |
| 3M | +6.0% | -29.0% | +35.0% | +10.1% |
| 6M | +22.6% | -19.2% | +41.8% | +22.9% |
| YTD | +30.5% | -13.0% | +43.4% | +28.6% |
| 1Y | +44.1% | -31.3% | +75.4% | +45.8% |
| 3Y | +150.8% | +28.1% | +122.6% | +121.9% |
| 5Y | +80.7% | -69.4% | +150.1% | +85.0% |
| 10Y | +185.2% | +7.6% | +177.5% | +112.5% |
| All | +185.2% | +12.8% | +172.4% | +112.5% |
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