-65.3%
AAOX vs CASY
+9.4%
-74.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.0% | +14.2% | +11.9% |
| 7D | +15.2% | -4.4% | +19.6% | +16.5% |
| 30D | -40.3% | -12.0% | -28.3% | -38.1% |
| 3M | -81.2% | -2.3% | -78.8% | -82.3% |
| All | -65.3% | +9.4% | -74.7% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling