-26.0%
AFRM vs BNS
+93.4%
-119.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.2% |
| 7D | -8.0% | -1.3% | -6.7% | -6.1% |
| 30D | -9.8% | +4.0% | -13.8% | -16.2% |
| 3M | +4.7% | +13.8% | -9.1% | -16.9% |
| 6M | +34.1% | +32.7% | +1.5% | -17.6% |
| YTD | -8.4% | +27.6% | -36.0% | -40.3% |
| 1Y | -22.9% | +47.4% | -70.3% | -61.0% |
| 3Y | +203.3% | +129.0% | +74.3% | -29.5% |
| 5Y | -26.0% | +92.7% | -118.7% | -71.3% |
| All | -26.0% | +93.4% | -119.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling