+167.2%
ALLY vs BNS
+187.6%
-20.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.4% | +0.9% | -0.6% | -0.6% |
| 30D | +5.2% | +2.8% | +2.5% | +2.2% |
| 3M | -13.3% | +3.0% | -16.3% | -16.6% |
| 6M | -6.7% | +23.3% | -29.9% | -25.7% |
| YTD | -12.8% | +29.3% | -42.2% | -34.4% |
| 1Y | +0.7% | +41.7% | -41.0% | -31.3% |
| 3Y | +65.2% | +147.7% | -82.5% | -39.3% |
| 5Y | -10.1% | +79.4% | -89.5% | -52.7% |
| All | +167.2% | +187.6% | -20.4% | -10.4% |
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