+2,100.8%
ALM vs CASY
+555.0%
+1,545.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +7.0% | +7.7% |
| 7D | +1.2% | +3.6% | -2.3% | +0.9% |
| 30D | -19.3% | +9.1% | -28.4% | -20.1% |
| 3M | -40.6% | -16.5% | -24.1% | -39.6% |
| 6M | -57.9% | -19.7% | -38.2% | -57.1% |
| YTD | -6.7% | +29.3% | -36.0% | -10.3% |
| 1Y | +20.2% | +33.1% | -13.0% | +15.2% |
| 3Y | +879.4% | +158.5% | +720.9% | +801.8% |
| 5Y | +415.3% | +266.7% | +148.6% | +362.4% |
| All | +2,100.8% | +555.0% | +1,545.8% | +1,882.3% |
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