+36.1%
ALNY vs CASY
+234.8%
-198.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +3.1% |
| 7D | -3.5% | -16.5% | +13.0% | +1.0% |
| 30D | +18.9% | -26.4% | +45.3% | +28.7% |
| 3M | -13.3% | -17.3% | +4.0% | -10.6% |
| 6M | -20.3% | -5.2% | -15.1% | -22.2% |
| YTD | -35.1% | +14.1% | -49.2% | -41.1% |
| 1Y | -46.5% | +16.6% | -63.1% | -52.0% |
| 3Y | +28.1% | +163.7% | -135.6% | -19.9% |
| 5Y | +36.1% | +231.3% | -195.2% | -24.5% |
| All | +36.1% | +234.8% | -198.7% | -24.5% |
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 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