+48.2%
BNS vs AMBA
-24.5%
+72.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | +1.8% | -6.4% | +8.2% | +2.1% |
| 30D | +4.5% | -26.8% | +31.3% | +5.9% |
| 3M | +15.8% | -7.6% | +23.4% | +15.8% |
| 6M | +31.5% | +21.2% | +10.3% | +28.6% |
| YTD | +28.6% | -10.4% | +39.0% | +26.8% |
| 1Y | +48.2% | -24.4% | +72.6% | +45.9% |
| All | +48.2% | -24.5% | +72.7% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling