+281.0%
ARMK vs BNS
+195.7%
+85.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | +2.8% | -3.2% | +6.0% | +5.1% |
| 30D | -1.8% | +5.1% | -6.9% | -5.1% |
| 3M | -10.9% | +6.0% | -16.8% | -14.7% |
| 6M | +21.2% | +23.4% | -2.1% | +4.1% |
| YTD | +47.0% | +30.4% | +16.6% | +21.1% |
| 1Y | +42.9% | +44.0% | -1.1% | +9.8% |
| 3Y | +95.0% | +150.3% | -55.4% | +0.2% |
| 5Y | +106.2% | +83.0% | +23.2% | +31.2% |
| 10Y | +131.6% | +190.9% | -59.3% | +8.6% |
| All | +281.0% | +195.7% | +85.3% | +65.8% |
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