+19,143.8%
AFL vs CASY
+36,294.0%
-17,150.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -6.2% | -11.3% | +5.2% | -3.3% |
| 3M | +2.2% | -0.6% | +2.8% | +1.4% |
| 6M | +5.3% | +10.7% | -5.4% | +1.3% |
| YTD | +8.0% | +37.1% | -29.2% | -2.0% |
| 1Y | +10.2% | +52.3% | -42.1% | -2.9% |
| 3Y | +67.1% | +215.2% | -148.1% | +19.1% |
| 5Y | +135.6% | +276.5% | -140.9% | +58.5% |
| 10Y | +299.4% | +508.4% | -209.0% | +132.7% |
| All | +19,143.8% | +36,294.0% | -17,150.2% | +5,067.0% |
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