-58.3%
AFRM vs CASY
+250.1%
-308.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -7.3% | +1.1% | -8.4% | -7.8% |
| 30D | -9.6% | +8.7% | -18.3% | -12.9% |
| 3M | -11.1% | -17.3% | +6.3% | -4.5% |
| 6M | +3.9% | -19.7% | +23.6% | +10.4% |
| YTD | -8.5% | +24.8% | -33.3% | -27.2% |
| 1Y | +3.3% | +31.9% | -28.6% | -21.4% |
| 3Y | +213.7% | +155.4% | +58.3% | +35.9% |
| All | -58.3% | +250.1% | -308.4% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling