+234.5%
BNS vs AMBA
+837.3%
-602.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.5% | -11.0% | +12.5% | +2.7% |
| 30D | +6.0% | -23.2% | +29.1% | +8.8% |
| 3M | +16.3% | -12.7% | +29.1% | +16.6% |
| 6M | +28.8% | +11.2% | +17.5% | +24.8% |
| YTD | +30.0% | -11.2% | +41.2% | +28.6% |
| 1Y | +50.7% | -22.5% | +73.2% | +50.1% |
| 3Y | +125.4% | -1.3% | +126.7% | +111.5% |
| 5Y | +94.2% | -54.2% | +148.4% | +88.6% |
| 10Y | +182.8% | -6.1% | +188.9% | +138.4% |
| All | +234.5% | +837.3% | -602.8% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling