+13.8%
AFL vs CASY
+31.3%
-17.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +2.1% | +5.0% | -2.9% | +1.7% |
| 30D | +10.6% | +8.2% | +2.4% | +9.9% |
| 3M | +4.4% | -18.2% | +22.6% | +6.2% |
| 6M | +13.1% | -18.6% | +31.7% | +14.8% |
| YTD | +16.6% | +26.8% | -10.2% | +13.6% |
| 1Y | +13.8% | +31.6% | -17.8% | +10.3% |
| All | +13.8% | +31.3% | -17.5% | +10.3% |
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