+229.8%
ALNY vs CASY
+555.0%
-325.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.2% |
| 7D | +5.8% | +3.6% | +2.3% | +4.9% |
| 30D | -26.5% | +9.1% | -35.5% | -28.3% |
| 3M | -27.3% | -16.5% | -10.8% | -24.2% |
| 6M | -43.4% | -19.7% | -23.7% | -40.8% |
| YTD | -58.5% | +29.3% | -87.8% | -62.8% |
| 1Y | -63.6% | +33.1% | -96.8% | -67.8% |
| 3Y | 0.0% | +158.5% | -158.5% | -29.0% |
| 5Y | -3.4% | +266.7% | -270.1% | -39.0% |
| All | +229.8% | +555.0% | -325.2% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling