-9.7%
AFRM vs CASY
+34.1%
-43.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +3.1% |
| 7D | -10.3% | +5.8% | -16.1% | -9.6% |
| 30D | -13.7% | +10.7% | -24.4% | -12.6% |
| 3M | -11.6% | -13.9% | +2.3% | -13.6% |
| 6M | +2.1% | -18.4% | +20.5% | +2.3% |
| YTD | -8.9% | +29.6% | -38.5% | -8.0% |
| 1Y | -9.7% | +32.8% | -42.5% | -7.4% |
| All | -9.7% | +34.1% | -43.8% | -7.4% |
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