+24.5%
ALK vs CASY
+155.2%
-130.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.0% |
| 7D | +8.9% | +3.6% | +5.3% | +8.3% |
| 30D | +5.9% | +7.2% | -1.3% | +4.7% |
| 3M | -16.5% | -16.9% | +0.4% | -13.9% |
| 6M | +2.1% | -19.3% | +21.4% | +5.9% |
| YTD | -17.1% | +25.6% | -42.7% | -28.4% |
| 1Y | -2.9% | +30.2% | -33.0% | -17.6% |
| 3Y | +24.5% | +154.9% | -130.4% | -18.2% |
| All | +24.5% | +155.2% | -130.7% | -18.2% |
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