-97.3%
ADVB vs CASY
+72.8%
-170.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -68.1% | +8.7% | -76.8% | -68.7% |
| 3M | -73.4% | -17.3% | -56.1% | -72.6% |
| 6M | -70.8% | -19.7% | -51.1% | -70.0% |
| YTD | -66.1% | +24.8% | -90.9% | -69.3% |
| 1Y | -77.5% | +31.9% | -109.4% | -80.3% |
| All | -97.3% | +72.8% | -170.0% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling