-7.0%
ABT vs CASY
+276.6%
-283.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.5% | -11.3% | +13.8% | +4.2% |
| 3M | +20.2% | -0.6% | +20.8% | +19.5% |
| 6M | -2.9% | +10.7% | -13.6% | -5.8% |
| YTD | -11.9% | +37.1% | -49.1% | -18.0% |
| 1Y | -16.5% | +52.3% | -68.8% | -24.1% |
| 3Y | +12.1% | +215.2% | -203.1% | -15.4% |
| All | -7.0% | +276.6% | -283.6% | -37.1% |
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