+2,031.1%
ALM vs CASY
+551.3%
+1,479.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +8.0% |
| 7D | +0.7% | +3.6% | -2.8% | +0.4% |
| 30D | -26.1% | +7.2% | -33.3% | -26.7% |
| 3M | -38.1% | -16.9% | -21.2% | -37.0% |
| 6M | -55.4% | -19.3% | -36.1% | -54.6% |
| YTD | -0.4% | +25.6% | -26.0% | -4.0% |
| 1Y | +25.4% | +30.2% | -4.8% | +20.4% |
| 3Y | +907.8% | +154.9% | +752.9% | +827.9% |
| 5Y | +440.2% | +252.1% | +188.0% | +385.1% |
| 10Y | +2,031.1% | +535.8% | +1,495.3% | +1,819.2% |
| All | +2,031.1% | +551.3% | +1,479.8% | +1,819.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling