+213.7%
AFRM vs CASY
+154.1%
+59.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | -9.6% | +8.7% | -18.3% | -11.3% |
| 3M | -11.1% | -17.3% | +6.3% | -7.6% |
| 6M | +3.9% | -19.7% | +23.6% | +8.3% |
| YTD | -8.5% | +24.8% | -33.3% | -22.2% |
| 1Y | +3.3% | +31.9% | -28.6% | -15.0% |
| 3Y | +213.7% | +155.4% | +58.3% | +71.5% |
| All | +213.7% | +154.1% | +59.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling