+11.2%
AFL vs CASY
-17.3%
+28.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.2% |
| 7D | +1.4% | +5.8% | -4.4% | +0.9% |
| 30D | +9.7% | +10.7% | -1.0% | +8.8% |
| 3M | +5.5% | -13.9% | +19.4% | +6.9% |
| 6M | +11.2% | -18.4% | +29.6% | +14.7% |
| All | +11.2% | -17.3% | +28.5% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling