-56.9%
AFRM vs CASY
+253.8%
-310.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -7.5% | +3.6% | -11.1% | -9.0% |
| 30D | -15.7% | +7.2% | -22.9% | -18.4% |
| 3M | -9.6% | -16.9% | +7.3% | -3.1% |
| 6M | +6.3% | -19.3% | +25.6% | +12.8% |
| YTD | -8.6% | +25.6% | -34.2% | -27.5% |
| 1Y | -7.6% | +30.2% | -37.7% | -29.0% |
| 3Y | +173.7% | +154.9% | +18.8% | +19.1% |
| 5Y | -56.9% | +252.1% | -309.0% | -87.7% |
| All | -56.9% | +253.8% | -310.6% | -87.7% |
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