+6,784.1%
ABT vs CASY
+33,031.0%
-26,246.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +12.0% | +8.7% | +3.3% | +10.6% |
| 3M | +2.5% | -17.3% | +19.8% | +5.0% |
| 6M | +29.1% | -19.7% | +48.8% | +32.2% |
| YTD | -10.1% | +24.8% | -34.9% | -14.1% |
| 1Y | -9.8% | +31.9% | -41.7% | -14.7% |
| 3Y | +23.3% | +155.4% | -132.1% | +4.2% |
| 5Y | -2.4% | +250.6% | -252.9% | -21.9% |
| 10Y | +239.4% | +556.8% | -317.4% | +144.8% |
| All | +6,784.1% | +33,031.0% | -26,246.9% | +2,977.7% |
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