+156.2%
ACM vs CASY
+553.2%
-397.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | +15.1% | +8.7% | +6.4% | +11.9% |
| 3M | -10.5% | -17.3% | +6.9% | -5.6% |
| 6M | -19.7% | -19.7% | 0.0% | -15.5% |
| YTD | -28.8% | +24.8% | -53.7% | -36.8% |
| 1Y | -47.9% | +31.9% | -79.8% | -54.9% |
| 3Y | -12.4% | +155.4% | -167.7% | -43.8% |
| 5Y | +0.6% | +250.6% | -250.0% | -45.1% |
| All | +156.2% | +553.2% | -397.0% | +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