+10.3%
ARM vs CASY
+32.0%
-21.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | -15.2% | +1.1% | -16.3% | -14.9% |
| 30D | -40.7% | +8.7% | -49.4% | -39.6% |
| 3M | -39.1% | -17.3% | -21.8% | -39.9% |
| 6M | -26.4% | -19.7% | -6.7% | -24.1% |
| YTD | +59.7% | +24.8% | +34.9% | +61.3% |
| 1Y | +10.3% | +31.9% | -21.6% | +16.5% |
| All | +10.3% | +32.0% | -21.7% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling