+22.7%
ALM vs CASY
+30.1%
-7.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -36.8% |
| 6M | -55.4% | -19.3% | -36.1% | -52.4% |
| YTD | -0.4% | +25.6% | -26.0% | -18.0% |
| All | +22.7% | +30.1% | -7.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling