-19.3%
AFRM vs BNS
+50.5%
-69.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.6% |
| 7D | -7.0% | +1.5% | -8.5% | -8.1% |
| 30D | -7.8% | +6.0% | -13.8% | -12.5% |
| 3M | +5.3% | +16.3% | -11.0% | -10.4% |
| 6M | +42.6% | +27.3% | +15.3% | +7.8% |
| YTD | -2.8% | +28.5% | -31.3% | -26.1% |
| 1Y | -19.3% | +49.0% | -68.3% | -51.6% |
| All | -19.3% | +50.5% | -69.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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