+184.6%
AFRM vs CASY
+161.8%
+22.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -4.4% | +3.6% | -8.0% | -5.1% |
| 30D | -7.7% | +9.1% | -16.7% | -9.4% |
| 3M | -16.9% | -16.5% | -0.3% | -13.7% |
| 6M | +2.5% | -19.7% | +22.2% | +7.8% |
| YTD | -12.5% | +29.3% | -41.8% | -26.1% |
| 1Y | -11.0% | +33.1% | -44.2% | -26.4% |
| 3Y | +184.6% | +158.5% | +26.1% | +49.9% |
| All | +184.6% | +161.8% | +22.8% | +49.9% |
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