+100.2%
ALLY vs DAR
+158.8%
-58.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.1% |
| 7D | -1.1% | -8.1% | +6.9% | +2.3% |
| 30D | +4.2% | -17.1% | +21.3% | +12.1% |
| 3M | -12.4% | -12.3% | -0.1% | -8.7% |
| 6M | -8.7% | -21.8% | +13.1% | -0.8% |
| YTD | -11.6% | +40.8% | -52.5% | -26.8% |
| 1Y | +0.2% | +57.4% | -57.2% | -21.3% |
| 3Y | +57.1% | +12.1% | +45.0% | +35.1% |
| 5Y | -6.8% | -40.2% | +33.4% | +3.8% |
| 10Y | +200.4% | +280.1% | -79.7% | +41.8% |
| All | +100.2% | +158.8% | -58.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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