-56.0%
AFRM vs CASY
+266.7%
-322.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -4.4% | +3.6% | -8.0% | -5.8% |
| 30D | -7.7% | +9.1% | -16.7% | -11.1% |
| 3M | -16.9% | -16.5% | -0.3% | -11.0% |
| 6M | +2.5% | -19.7% | +22.2% | +9.8% |
| YTD | -12.5% | +29.3% | -41.8% | -31.2% |
| 1Y | -11.0% | +33.1% | -44.2% | -31.9% |
| 3Y | +184.6% | +158.5% | +26.1% | +25.3% |
| All | -56.0% | +266.7% | -322.7% | -87.4% |
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