-22.0%
AKAM vs CASY
+159.8%
-181.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +11.2% | +2.5% | +8.7% | +10.8% |
| 30D | -13.4% | +10.2% | -23.6% | -14.7% |
| 3M | -29.5% | -15.7% | -13.8% | -27.3% |
| 6M | -42.1% | -18.4% | -23.7% | -39.6% |
| YTD | -0.8% | +28.3% | -29.1% | -6.9% |
| 1Y | -3.9% | +32.6% | -36.5% | -10.7% |
| All | -22.0% | +159.8% | -181.8% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling