+79.9%
BNS vs AMBA
-69.7%
+149.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.9% | +2.7% | -1.8% | +0.7% |
| 30D | +2.8% | -2.2% | +4.9% | +2.9% |
| 3M | +3.0% | -26.6% | +29.6% | +5.8% |
| 6M | +23.3% | -26.8% | +50.0% | +24.9% |
| YTD | +29.3% | -15.1% | +44.5% | +28.1% |
| 1Y | +41.7% | -32.3% | +73.9% | +43.2% |
| 3Y | +147.7% | +19.8% | +127.9% | +124.4% |
| All | +79.9% | -69.7% | +149.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling