-27.5%
AKAM vs CASY
+7,313.2%
-7,340.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -13.9% | -11.3% | -2.6% | -9.5% |
| 3M | -33.8% | -0.6% | -33.2% | -35.1% |
| 6M | +2.2% | +10.7% | -8.5% | -4.4% |
| YTD | +20.6% | +37.1% | -16.5% | +2.4% |
| 1Y | +36.3% | +52.3% | -16.0% | +9.9% |
| 3Y | -0.1% | +215.2% | -215.3% | -44.1% |
| 5Y | -7.5% | +276.5% | -284.0% | -53.6% |
| 10Y | +90.2% | +508.4% | -418.2% | -31.0% |
| All | -27.5% | +7,313.2% | -7,340.7% | -94.8% |
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