-29.6%
AFRM vs CASY
+298.0%
-327.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.0% |
| 7D | -10.3% | +5.8% | -16.1% | -12.4% |
| 30D | -13.7% | +10.7% | -24.4% | -17.5% |
| 3M | -11.6% | -13.9% | +2.3% | -6.7% |
| 6M | +2.1% | -18.4% | +20.5% | +8.0% |
| YTD | -8.9% | +29.6% | -38.5% | -27.4% |
| 1Y | -9.7% | +32.8% | -42.5% | -29.7% |
| 3Y | +202.5% | +162.3% | +40.2% | +42.1% |
| 5Y | -55.3% | +265.0% | -320.3% | -84.2% |
| All | -29.6% | +298.0% | -327.6% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling