+143.1%
BNS vs AMBA
+16.7%
+126.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -0.5% |
| 7D | -2.2% | -7.2% | +5.0% | -1.7% |
| 30D | +5.1% | -10.4% | +15.5% | +5.8% |
| 3M | +4.7% | -30.1% | +34.9% | +7.1% |
| 6M | +19.0% | -22.4% | +41.4% | +19.6% |
| YTD | +28.2% | -17.3% | +45.5% | +27.4% |
| 1Y | +43.4% | -35.4% | +78.8% | +44.7% |
| 3Y | +143.1% | +18.6% | +124.5% | +117.6% |
| All | +143.1% | +16.7% | +126.3% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling