+252.7%
ACM vs CASY
+3,168.2%
-2,915.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +6.6% | +5.0% | +1.6% | +4.8% |
| 30D | +19.8% | +8.2% | +11.6% | +16.2% |
| 3M | -3.1% | -18.2% | +15.0% | +3.2% |
| 6M | -11.5% | -18.6% | +7.1% | -7.1% |
| YTD | -24.7% | +26.8% | -51.5% | -33.7% |
| 1Y | -45.1% | +31.6% | -76.6% | -52.5% |
| 3Y | -8.9% | +156.5% | -165.4% | -41.3% |
| 5Y | +5.4% | +258.6% | -253.2% | -42.0% |
| 10Y | +131.1% | +550.3% | -419.2% | -3.0% |
| All | +252.7% | +3,168.2% | -2,915.4% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling