+311.3%
ARM vs BNS
+122.2%
+189.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +4.7% |
| 7D | +11.4% | +1.8% | +9.6% | +9.4% |
| 30D | -7.4% | +4.5% | -11.9% | -11.4% |
| 3M | -24.5% | +15.8% | -40.3% | -34.6% |
| 6M | +128.7% | +31.5% | +97.2% | +75.7% |
| YTD | +139.3% | +28.6% | +110.6% | +87.6% |
| 1Y | +88.0% | +48.2% | +39.8% | +29.7% |
| All | +311.3% | +122.2% | +189.1% | +94.5% |
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 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