+236.1%
ALNY vs CASY
+453.5%
-217.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -6.5% | -18.6% | +12.0% | -1.6% |
| 30D | +11.0% | -26.6% | +37.7% | +20.1% |
| 3M | -14.1% | -32.8% | +18.7% | -5.0% |
| 6M | -22.4% | -10.0% | -12.4% | -22.2% |
| YTD | -37.5% | +11.6% | -49.1% | -41.6% |
| 1Y | -46.9% | +11.5% | -58.4% | -50.5% |
| 3Y | +22.1% | +160.7% | -138.6% | -14.1% |
| 5Y | +31.2% | +232.4% | -201.2% | -14.7% |
| All | +236.1% | +453.5% | -217.4% | +68.5% |
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