+378.3%
ALM vs CASY
+261.5%
+116.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.4% | -6.4% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -30.5% | +10.2% | -40.7% | -31.5% |
| 3M | -46.9% | -15.7% | -31.2% | -45.8% |
| 6M | -65.5% | -18.4% | -47.1% | -64.7% |
| YTD | -13.4% | +28.3% | -41.7% | -18.1% |
| 1Y | +9.8% | +32.6% | -22.8% | +3.3% |
| 3Y | +783.1% | +159.5% | +623.6% | +726.5% |
| 5Y | +378.3% | +263.9% | +114.4% | +354.9% |
| All | +378.3% | +261.5% | +116.8% | +354.9% |
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