+81.0%
BAM vs CASY
+215.3%
-134.2%
-30.4%
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 | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.9% | -11.3% | +8.4% | -1.4% |
| 3M | +9.4% | -0.6% | +10.0% | +8.2% |
| 6M | +10.8% | +10.7% | 0.0% | +6.6% |
| YTD | -0.4% | +37.1% | -37.6% | -9.0% |
| 1Y | -10.9% | +52.3% | -63.2% | -21.0% |
| 3Y | +61.3% | +215.2% | -153.9% | +24.6% |
| All | +81.0% | +215.3% | -134.2% | +37.4% |
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