-77.0%
ADVB vs CASY
+32.1%
-109.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -6.0% | -4.6% |
| 7D | -29.5% | +0.8% | -30.3% | -29.5% |
| 30D | -66.9% | +9.4% | -76.3% | -67.1% |
| 3M | -73.7% | -20.6% | -53.1% | -73.7% |
| 6M | -64.8% | -20.7% | -44.0% | -66.0% |
| YTD | -64.0% | +22.5% | -86.5% | -58.5% |
| 1Y | -77.0% | +29.5% | -106.4% | -71.4% |
| All | -77.0% | +32.1% | -109.1% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling