+228.9%
ARM vs CASY
+154.1%
+74.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | -15.2% | +1.1% | -16.3% | -15.5% |
| 30D | -40.7% | +8.7% | -49.4% | -42.0% |
| 3M | -39.1% | -17.3% | -21.8% | -36.2% |
| 6M | -26.4% | -19.7% | -6.7% | -22.7% |
| YTD | +59.7% | +24.8% | +34.9% | +31.5% |
| 1Y | +10.3% | +31.9% | -21.6% | -12.9% |
| 3Y | +228.9% | +155.4% | +73.5% | +48.3% |
| All | +228.9% | +154.1% | +74.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling