+5.5%
ACM vs CASY
+276.6%
-271.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | -8.0% | -0.6% | -7.3% | -8.9% |
| 6M | -29.7% | +10.7% | -40.4% | -32.4% |
| YTD | -29.4% | +37.1% | -66.5% | -36.0% |
| 1Y | -46.4% | +52.3% | -98.7% | -53.1% |
| 3Y | -22.3% | +215.2% | -237.5% | -47.2% |
| All | +5.5% | +276.6% | -271.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling