+2,022.9%
ALM vs CASY
+553.2%
+1,469.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -6.7% | +1.1% | -7.8% | -6.8% |
| 30D | -32.9% | +8.7% | -41.6% | -33.6% |
| 3M | -39.5% | -17.3% | -22.2% | -38.4% |
| 6M | -62.0% | -19.7% | -42.3% | -61.3% |
| YTD | -7.8% | +24.8% | -32.7% | -11.1% |
| 1Y | +26.7% | +31.9% | -5.2% | +21.5% |
| 3Y | +825.4% | +155.4% | +670.0% | +751.9% |
| 5Y | +401.2% | +250.6% | +150.7% | +350.2% |
| All | +2,022.9% | +553.2% | +1,469.7% | +1,829.7% |
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