+97.4%
ALLY vs BNS
+213.3%
-116.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +0.9% |
| 7D | -2.8% | -3.2% | +0.5% | +0.1% |
| 30D | +1.9% | +5.1% | -3.2% | -2.8% |
| 3M | -12.1% | +6.0% | -18.1% | -17.3% |
| 6M | -9.0% | +23.4% | -32.4% | -26.0% |
| YTD | -12.9% | +30.4% | -43.4% | -33.1% |
| 1Y | -0.1% | +44.0% | -44.1% | -30.2% |
| 3Y | +64.6% | +150.3% | -85.8% | -33.5% |
| 5Y | -10.1% | +83.0% | -93.1% | -50.3% |
| 10Y | +176.7% | +190.9% | -14.2% | +3.8% |
| All | +97.4% | +213.3% | -116.0% | -29.4% |
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 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