+1,040.6%
ALM vs CASY
+274.3%
+766.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.8% | +9.2% |
| 7D | +8.4% | -4.4% | +12.8% | +9.0% |
| 30D | +34.8% | -12.0% | +46.9% | +37.1% |
| 3M | +16.2% | -2.3% | +18.6% | +15.5% |
| 6M | +2.1% | +10.5% | -8.4% | -1.1% |
| YTD | +117.0% | +33.0% | +84.0% | +103.9% |
| 1Y | +313.9% | +41.1% | +272.7% | +285.5% |
| 3Y | +2,327.9% | +207.5% | +2,120.4% | +2,111.2% |
| 5Y | +1,040.6% | +290.7% | +749.9% | +932.7% |
| All | +1,040.6% | +274.3% | +766.3% | +932.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling