+3,701.6%
ALNY vs CASY
+5,660.0%
-1,958.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.2% | +0.1% | +12.2% | +12.1% |
| 30D | +16.3% | -11.3% | +27.7% | +21.4% |
| 3M | -12.4% | -0.6% | -11.7% | -14.0% |
| 6M | -18.7% | +10.7% | -29.4% | -23.9% |
| YTD | -33.1% | +37.1% | -70.2% | -42.6% |
| 1Y | -41.3% | +52.3% | -93.6% | -51.9% |
| 3Y | +32.3% | +215.2% | -182.9% | -21.2% |
| 5Y | +34.8% | +276.5% | -241.7% | -26.2% |
| 10Y | +284.7% | +508.4% | -223.6% | +59.3% |
| All | +3,701.6% | +5,660.0% | -1,958.5% | +526.3% |
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