+0.7%
ALLY vs BNS
+40.7%
-40.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.4% | +0.9% | -0.6% | -0.2% |
| 30D | +5.2% | +2.8% | +2.5% | +3.6% |
| 3M | -13.3% | +3.0% | -16.3% | -14.6% |
| 6M | -6.7% | +23.3% | -29.9% | -18.7% |
| YTD | -12.8% | +29.3% | -42.2% | -25.3% |
| 1Y | +0.7% | +41.7% | -41.0% | -15.1% |
| All | +0.7% | +40.7% | -40.0% | -15.1% |
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 · 6 months rolling