+135.8%
ACM vs CASY
+551.3%
-415.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +6.9% | +3.6% | +3.3% | +5.7% |
| 30D | +19.1% | +7.2% | +11.9% | +16.3% |
| 3M | -6.9% | -16.9% | +10.0% | -2.0% |
| 6M | -12.0% | -19.3% | +7.3% | -7.6% |
| YTD | -25.1% | +25.6% | -50.8% | -33.7% |
| 1Y | -45.4% | +30.2% | -75.6% | -52.4% |
| 3Y | -6.9% | +154.9% | -161.8% | -40.1% |
| 5Y | +3.7% | +252.1% | -248.4% | -43.3% |
| 10Y | +135.8% | +535.8% | -400.1% | -0.4% |
| All | +135.8% | +551.3% | -415.5% | -0.4% |
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