+181.6%
ALLY vs BNS
+188.9%
-7.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -3.8% | -0.4% | -3.4% | -3.4% |
| 30D | -4.9% | +3.5% | -8.4% | -8.6% |
| 3M | -2.6% | +14.1% | -16.7% | -15.6% |
| 6M | +15.7% | +33.8% | -18.0% | -15.0% |
| YTD | -5.2% | +29.5% | -34.6% | -28.3% |
| 1Y | +2.8% | +48.4% | -45.6% | -32.8% |
| 3Y | +63.4% | +129.6% | -66.2% | -34.1% |
| 5Y | -2.6% | +96.1% | -98.7% | -53.0% |
| All | +181.6% | +188.9% | -7.2% | -0.4% |
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