+12.4%
AA vs CASY
+276.6%
-264.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.0% | -11.3% | +16.3% | +7.3% |
| 3M | -35.8% | -0.6% | -35.2% | -36.7% |
| 6M | -18.4% | +10.7% | -29.1% | -22.2% |
| YTD | -5.5% | +37.1% | -42.6% | -15.6% |
| 1Y | +61.0% | +52.3% | +8.7% | +38.4% |
| 3Y | +66.2% | +215.2% | -149.0% | +8.8% |
| All | +12.4% | +276.6% | -264.2% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling