-47.0%
ACM vs CASY
+32.1%
-79.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +3.0% |
| 7D | +9.5% | +0.8% | +8.7% | +9.5% |
| 30D | +14.7% | +9.4% | +5.3% | +14.9% |
| 3M | -9.5% | -20.6% | +11.1% | -10.2% |
| 6M | -18.0% | -20.7% | +2.7% | -17.3% |
| YTD | -27.3% | +22.5% | -49.8% | -26.1% |
| 1Y | -47.0% | +29.5% | -76.5% | -45.2% |
| All | -47.0% | +32.1% | -79.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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