-24.9%
AFRM vs BNS
+129.1%
-154.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -0.9% |
| 7D | -7.0% | +1.5% | -8.5% | -8.9% |
| 30D | -7.8% | +6.0% | -13.8% | -16.3% |
| 3M | +5.3% | +16.3% | -11.0% | -17.8% |
| 6M | +42.6% | +28.8% | +13.9% | -5.1% |
| YTD | -2.8% | +30.0% | -32.8% | -36.5% |
| 1Y | -19.3% | +50.7% | -70.0% | -58.6% |
| 3Y | +231.0% | +125.4% | +105.6% | -10.7% |
| 5Y | -22.2% | +94.2% | -116.5% | -69.6% |
| All | -24.9% | +129.1% | -154.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling