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  • ALM vs CASY✓SelectedUSD · CASYALM vs CASY performance historyLatest closeAs of-1.51%09/04
Stock and ETF performance explorer

ALM vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
CASY return
+1,254.4%
Excess return
+6,451.4%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-1.5%-0.3%-1.2%-1.5%
7D-2.6%+0.1%-2.7%-2.6%
30D+32.0%-11.3%+43.4%+34.5%
3M-15.0%-0.6%-14.4%-15.7%
6M-10.1%+10.7%-20.8%-12.7%
YTD+99.4%+37.1%+62.3%+86.6%
1Y+316.4%+52.3%+264.1%+282.8%
3Y+2,022.0%+215.2%+1,806.8%+1,644.3%
5Y+941.2%+276.5%+664.7%+723.4%
10Y+2,950.3%+508.4%+2,442.0%+2,038.1%
All+7,705.7%+1,254.4%+6,451.4%+822.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling