+7,705.7%
ALM vs CASY
+1,254.4%
+6,451.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 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