+86.1%
ARM vs BNS
+50.5%
+35.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.9% |
| 7D | +5.5% | +1.5% | +3.9% | +3.9% |
| 30D | -8.2% | +6.0% | -14.1% | -12.9% |
| 3M | -35.9% | +16.3% | -52.3% | -45.3% |
| 6M | +103.1% | +27.3% | +75.8% | +52.4% |
| YTD | +130.6% | +28.5% | +102.1% | +73.1% |
| 1Y | +86.1% | +49.0% | +37.1% | +33.7% |
| All | +86.1% | +50.5% | +35.6% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling