+2,257.7%
ALNY vs CASY
+5,330.0%
-3,072.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.1% |
| 7D | +5.8% | +3.6% | +2.3% | +4.5% |
| 30D | -26.5% | +9.1% | -35.5% | -29.0% |
| 3M | -27.3% | -16.5% | -10.8% | -23.1% |
| 6M | -43.4% | -19.7% | -23.7% | -40.2% |
| YTD | -58.5% | +29.3% | -87.8% | -63.9% |
| 1Y | -63.6% | +33.1% | -96.8% | -68.9% |
| 3Y | 0.0% | +158.5% | -158.5% | -35.9% |
| 5Y | -3.4% | +266.7% | -270.1% | -47.0% |
| 10Y | +254.6% | +553.5% | -298.9% | +41.7% |
| All | +2,257.7% | +5,330.0% | -3,072.2% | +293.8% |
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