+173.7%
AFRM vs BNS
+150.6%
+23.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -2.3% |
| 7D | -7.5% | -0.8% | -6.8% | -6.5% |
| 30D | -15.7% | +5.5% | -21.2% | -20.7% |
| 3M | -9.6% | +6.0% | -15.6% | -16.3% |
| 6M | +6.3% | +22.6% | -16.3% | -19.6% |
| YTD | -8.6% | +30.5% | -39.1% | -36.6% |
| 1Y | -7.6% | +44.1% | -51.7% | -44.7% |
| 3Y | +173.7% | +150.8% | +22.9% | -18.3% |
| All | +173.7% | +150.6% | +23.1% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling