+144.3%
ARMK vs BNS
+188.9%
-44.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.7% |
| 7D | +3.1% | -0.4% | +3.5% | +3.4% |
| 30D | -2.8% | +3.5% | -6.2% | -5.6% |
| 3M | +7.6% | +14.1% | -6.5% | -3.5% |
| 6M | +47.9% | +33.8% | +14.1% | +16.8% |
| YTD | +60.0% | +29.5% | +30.6% | +29.2% |
| 1Y | +52.2% | +48.4% | +3.8% | +10.0% |
| 3Y | +131.4% | +129.6% | +1.8% | +15.2% |
| 5Y | +163.2% | +96.1% | +67.1% | +47.1% |
| All | +144.3% | +188.9% | -44.6% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling