+2,084.7%
ALM vs CASY
+565.2%
+1,519.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -7.2% | +5.8% | -13.0% | -7.7% |
| 30D | -26.4% | +10.7% | -37.1% | -27.2% |
| 3M | -38.6% | -13.9% | -24.7% | -37.8% |
| 6M | -61.0% | -18.4% | -42.6% | -60.3% |
| YTD | -7.4% | +29.6% | -37.0% | -11.0% |
| 1Y | +14.0% | +32.8% | -18.9% | +9.3% |
| 3Y | +844.4% | +162.3% | +682.2% | +768.8% |
| 5Y | +410.8% | +265.0% | +145.8% | +358.5% |
| 10Y | +2,084.7% | +555.4% | +1,529.4% | +1,915.5% |
| All | +2,084.7% | +565.2% | +1,519.6% | +1,915.5% |
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