+129.7%
ACM vs CASY
+568.7%
-439.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -11.1% | -11.3% | +0.2% | -7.8% |
| 3M | -8.0% | -0.6% | -7.3% | -9.5% |
| 6M | -29.7% | +10.7% | -40.4% | -33.8% |
| YTD | -29.4% | +37.1% | -66.5% | -38.8% |
| 1Y | -46.4% | +52.3% | -98.7% | -55.7% |
| 3Y | -22.3% | +215.2% | -237.5% | -54.0% |
| 5Y | +4.5% | +276.5% | -272.0% | -43.8% |
| All | +129.7% | +568.7% | -439.1% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling