+302.2%
ARMK vs BNS
+194.7%
+107.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -2.4% | +1.5% | -4.0% | -3.4% |
| 30D | 0.0% | +6.0% | -5.9% | -4.1% |
| 3M | +6.7% | +16.3% | -9.7% | -4.3% |
| 6M | +38.8% | +28.8% | +10.1% | +15.9% |
| YTD | +55.2% | +30.0% | +25.2% | +28.4% |
| 1Y | +46.6% | +50.7% | -4.1% | +9.3% |
| 3Y | +112.9% | +125.4% | -12.5% | +18.0% |
| 5Y | +144.0% | +94.2% | +49.7% | +48.8% |
| 10Y | +132.4% | +182.8% | -50.4% | +10.2% |
| All | +302.2% | +194.7% | +107.5% | +75.9% |
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