+282.1%
ARMK vs BNS
+193.3%
+88.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +0.9% | +1.7% | +2.1% |
| 30D | -1.5% | +2.8% | -4.2% | -3.3% |
| 3M | -11.6% | +3.0% | -14.6% | -13.7% |
| 6M | +6.7% | +23.3% | -16.5% | -8.3% |
| YTD | +47.4% | +29.3% | +18.1% | +22.1% |
| 1Y | +41.5% | +41.7% | -0.2% | +9.9% |
| 3Y | +95.5% | +147.7% | -52.2% | +1.2% |
| 5Y | +108.4% | +79.4% | +29.0% | +34.4% |
| 10Y | +132.3% | +188.5% | -56.2% | +9.5% |
| All | +282.1% | +193.3% | +88.8% | +67.2% |
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