-20.9%
AFRM vs CASY
+276.6%
-297.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -7.0% | +0.1% | -7.0% | -7.1% |
| 30D | -7.8% | -11.3% | +3.5% | -3.4% |
| 3M | +5.3% | -0.6% | +6.0% | +1.4% |
| 6M | +42.6% | +10.7% | +31.9% | +27.6% |
| YTD | -2.8% | +37.1% | -39.9% | -24.3% |
| 1Y | -19.3% | +52.3% | -71.6% | -42.1% |
| 3Y | +231.0% | +215.2% | +15.8% | +33.2% |
| All | -20.9% | +276.6% | -297.6% | -76.4% |
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 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