-97.4%
ADVB vs CASY
+73.2%
-170.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.2% | -11.7% | -9.9% |
| 7D | -28.0% | +1.8% | -29.9% | -28.2% |
| 30D | -70.2% | +11.2% | -81.4% | -70.9% |
| 3M | -76.1% | -19.1% | -57.0% | -75.3% |
| 6M | -72.3% | -19.9% | -52.4% | -71.5% |
| YTD | -67.5% | +25.2% | -92.6% | -70.5% |
| 1Y | -78.6% | +31.6% | -110.2% | -81.2% |
| All | -97.4% | +73.2% | -170.6% | -98.2% |
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