-29.3%
AFRM vs BNS
+124.9%
-154.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.3% |
| 7D | -8.0% | -1.3% | -6.7% | -6.2% |
| 30D | -9.8% | +4.0% | -13.8% | -15.8% |
| 3M | +4.7% | +13.8% | -9.1% | -15.6% |
| 6M | +34.1% | +32.7% | +1.5% | -14.8% |
| YTD | -8.4% | +27.6% | -36.0% | -38.5% |
| 1Y | -22.9% | +47.4% | -70.3% | -59.0% |
| 3Y | +203.3% | +129.0% | +74.3% | -20.3% |
| 5Y | -26.0% | +92.7% | -118.7% | -70.4% |
| All | -29.3% | +124.9% | -154.2% | -75.3% |
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