+229.9%
AFRM vs CASY
+215.7%
+14.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -7.0% | +0.1% | -7.0% | -7.0% |
| 30D | -7.8% | -11.3% | +3.5% | -5.3% |
| 3M | +5.3% | -0.6% | +6.0% | +2.7% |
| 6M | +42.6% | +10.7% | +31.9% | +31.8% |
| YTD | -2.8% | +37.1% | -39.9% | -18.9% |
| 1Y | -19.3% | +52.3% | -71.6% | -37.0% |
| All | +229.9% | +215.7% | +14.2% | +76.0% |
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 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