+123.4%
ALLY vs DAR
+232.8%
-109.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +3.7% | +1.4% | +2.3% | +3.0% |
| 30D | -2.3% | +12.8% | -15.0% | -7.7% |
| 3M | +3.8% | +7.4% | -3.5% | -0.5% |
| 6M | +9.7% | +22.3% | -12.6% | -1.6% |
| YTD | -1.4% | +81.1% | -82.5% | -26.0% |
| 1Y | +8.2% | +106.5% | -98.3% | -24.3% |
| 3Y | +66.5% | +5.3% | +61.2% | +50.2% |
| 5Y | +1.2% | -11.5% | +12.7% | -4.9% |
| 10Y | +191.4% | +353.3% | -161.9% | +26.9% |
| All | +123.4% | +232.8% | -109.3% | +10.7% |
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