-32.4%
AFRM vs BNS
+128.0%
-160.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.9% |
| 7D | -4.4% | +0.9% | -5.3% | -5.7% |
| 30D | -7.7% | +2.8% | -10.4% | -11.0% |
| 3M | -16.9% | +3.0% | -19.9% | -21.2% |
| 6M | +2.5% | +23.3% | -20.8% | -27.1% |
| YTD | -12.5% | +29.3% | -41.9% | -42.5% |
| 1Y | -11.0% | +41.7% | -52.7% | -49.7% |
| 3Y | +184.6% | +147.7% | +36.8% | -35.1% |
| 5Y | -56.3% | +79.4% | -135.7% | -82.0% |
| All | -32.4% | +128.0% | -160.4% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling