-87.2%
ADVB vs CASY
+89.8%
-177.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.8% | +0.1% | -3.8% | -3.7% |
| 30D | +17.6% | -11.3% | +28.9% | +19.7% |
| 3M | +119.1% | -0.6% | +119.8% | +118.0% |
| 6M | +103.4% | +10.7% | +92.7% | +96.3% |
| YTD | +59.8% | +37.1% | +22.7% | +42.5% |
| 1Y | +8.5% | +52.3% | -43.8% | -11.6% |
| All | -87.2% | +89.8% | -177.0% | -91.1% |
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 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 · 6 months rolling