+22.1%
ALNY vs BNS
+130.5%
-108.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -0.4% | -6.2% | -6.4% |
| 30D | +11.0% | +3.5% | +7.6% | +9.7% |
| 3M | -14.1% | +14.1% | -28.1% | -18.5% |
| 6M | -22.4% | +33.8% | -56.2% | -31.6% |
| YTD | -37.5% | +29.5% | -66.9% | -44.2% |
| 1Y | -46.9% | +48.4% | -95.3% | -55.7% |
| 3Y | +22.1% | +129.6% | -107.5% | -22.0% |
| All | +22.1% | +130.5% | -108.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling