Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AFRM vs CASY✓SelectedUSD · CASYAFRM vs CASY performance historyLatest closeAs of-2.62%09/04
Stock and ETF performance explorer

AFRM vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-20.9%
CASY return
+276.6%
Excess return
-297.6%
Maximum drawdown
-94.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
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