-6.9%
ALLY vs BNS
+81.6%
-88.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.4% |
| 30D | +3.4% | +5.5% | -2.1% | -1.6% |
| 3M | -11.1% | +6.0% | -17.0% | -16.2% |
| 6M | -11.5% | +22.6% | -34.1% | -27.5% |
| YTD | -12.3% | +30.5% | -42.8% | -32.6% |
| 1Y | +1.1% | +44.1% | -43.0% | -29.6% |
| 3Y | +64.8% | +150.8% | -86.0% | -36.6% |
| 5Y | -6.9% | +80.7% | -87.5% | -47.2% |
| All | -6.9% | +81.6% | -88.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling