-45.1%
ACM vs CASY
+31.3%
-76.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +6.6% | +5.0% | +1.6% | +6.7% |
| 30D | +19.8% | +8.2% | +11.6% | +19.9% |
| 3M | -3.1% | -18.2% | +15.0% | -3.9% |
| 6M | -11.5% | -18.6% | +7.1% | -10.6% |
| YTD | -24.7% | +26.8% | -51.5% | -23.0% |
| 1Y | -45.1% | +31.6% | -76.6% | -43.1% |
| All | -45.1% | +31.3% | -76.3% | -43.1% |
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