+3,452.6%
ALNY vs BNS
+919.8%
+2,532.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -6.5% | -0.4% | -6.2% | -6.4% |
| 30D | +11.0% | +3.5% | +7.6% | +8.8% |
| 3M | -14.1% | +14.1% | -28.1% | -20.8% |
| 6M | -22.4% | +33.8% | -56.2% | -34.7% |
| YTD | -37.5% | +29.5% | -66.9% | -46.5% |
| 1Y | -46.9% | +48.4% | -95.3% | -58.1% |
| 3Y | +22.1% | +129.6% | -107.5% | -25.3% |
| 5Y | +31.2% | +96.1% | -64.9% | -13.6% |
| 10Y | +256.3% | +186.2% | +70.1% | +77.5% |
| All | +3,452.6% | +919.8% | +2,532.8% | +1,016.3% |
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