+20,769.2%
AFL vs CASY
+34,306.4%
-13,537.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.2% |
| 7D | +1.4% | +5.8% | -4.4% | 0.0% |
| 30D | +9.7% | +10.7% | -1.0% | +6.8% |
| 3M | +5.5% | -13.9% | +19.4% | +9.0% |
| 6M | +11.2% | -18.4% | +29.6% | +15.5% |
| YTD | +17.1% | +29.6% | -12.6% | +7.3% |
| 1Y | +14.0% | +32.8% | -18.8% | +3.7% |
| 3Y | +66.3% | +162.3% | -96.0% | +24.0% |
| 5Y | +152.7% | +265.0% | -112.4% | +70.6% |
| 10Y | +341.3% | +555.4% | -214.0% | +151.9% |
| All | +20,769.2% | +34,306.4% | -13,537.1% | +5,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling