+291.9%
AA vs CASY
+36,294.0%
-36,002.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.0% | -11.3% | +16.3% | +8.2% |
| 3M | -35.8% | -0.6% | -35.2% | -36.9% |
| 6M | -18.4% | +10.7% | -29.1% | -22.3% |
| YTD | -5.5% | +37.1% | -42.6% | -15.4% |
| 1Y | +61.0% | +52.3% | +8.7% | +39.3% |
| 3Y | +66.2% | +215.2% | -149.0% | +14.8% |
| 5Y | +11.4% | +276.5% | -265.1% | -27.5% |
| 10Y | +116.9% | +508.4% | -391.5% | +23.4% |
| All | +291.9% | +36,294.0% | -36,002.1% | +8.9% |
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