-79.5%
RAM vs BNS
+7.9%
-87.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -4.8% | -27.6% | -23.7% |
| 7D | -49.5% | -3.8% | -45.7% | -43.5% |
| 30D | -63.2% | +1.7% | -65.0% | -61.9% |
| 3M | -58.5% | +4.6% | -63.0% | -59.2% |
| All | -79.5% | +7.9% | -87.5% | -82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling