-14.8%
AA vs CASY
+250.1%
-264.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -6.7% | +8.7% | -15.4% | -8.2% |
| 3M | -16.3% | -17.3% | +1.0% | -13.7% |
| 6M | -37.1% | -19.7% | -17.4% | -34.8% |
| YTD | -25.0% | +24.8% | -49.8% | -32.2% |
| 1Y | +8.6% | +31.9% | -23.3% | -3.8% |
| 3Y | +57.2% | +155.4% | -98.1% | +7.7% |
| All | -14.8% | +250.1% | -264.9% | -47.5% |
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 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