+94.3%
ALLY vs BNS
+211.0%
-116.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.5% |
| 7D | -0.7% | -1.1% | +0.4% | +0.2% |
| 30D | +1.1% | +4.7% | -3.6% | -3.2% |
| 3M | -13.2% | +5.5% | -18.7% | -18.0% |
| 6M | -13.5% | +21.7% | -35.1% | -28.7% |
| YTD | -14.3% | +29.5% | -43.8% | -33.7% |
| 1Y | -1.1% | +41.9% | -43.1% | -30.0% |
| 3Y | +62.0% | +148.5% | -86.5% | -34.1% |
| 5Y | -9.6% | +80.3% | -89.9% | -49.3% |
| 10Y | +176.0% | +184.7% | -8.8% | +5.0% |
| All | +94.3% | +211.0% | -116.8% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling