-62.0%
ALNY vs BNS
+52.0%
-113.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.7% |
| 7D | -30.7% | +2.0% | -32.7% | -30.7% |
| 30D | -26.7% | +7.8% | -34.5% | -27.0% |
| 3M | -26.4% | +11.7% | -38.1% | -26.7% |
| 6M | -45.9% | +28.2% | -74.2% | -47.9% |
| YTD | -59.5% | +34.8% | -94.3% | -61.7% |
| 1Y | -62.0% | +51.1% | -113.0% | -65.0% |
| All | -62.0% | +52.0% | -113.9% | -65.0% |
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 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