+66.3%
AA vs CASY
+553.2%
-486.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -6.7% | +8.7% | -15.4% | -9.8% |
| 3M | -16.3% | -17.3% | +1.0% | -11.1% |
| 6M | -37.1% | -19.7% | -17.4% | -33.7% |
| YTD | -25.0% | +24.8% | -49.8% | -35.9% |
| 1Y | +8.6% | +31.9% | -23.3% | -10.0% |
| 3Y | +57.2% | +155.4% | -98.1% | -10.5% |
| 5Y | -13.0% | +250.6% | -263.6% | -59.4% |
| All | +66.3% | +553.2% | -486.8% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling