+34.3%
ARM vs BNS
+42.5%
-8.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.0% |
| 7D | +19.8% | +1.0% | +18.9% | +18.8% |
| 30D | -21.8% | +2.7% | -24.5% | -23.0% |
| 3M | -26.5% | +3.5% | -30.0% | -27.8% |
| 6M | -3.9% | +22.1% | -26.0% | -23.2% |
| YTD | +82.8% | +29.5% | +53.3% | +33.3% |
| 1Y | +34.3% | +40.7% | -6.4% | -5.4% |
| All | +34.3% | +42.5% | -8.2% | -5.4% |
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