+4.3%
AFRM vs CASY
-19.3%
+23.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.2% | -10.0% | -7.4% |
| 7D | -6.9% | +1.8% | -8.8% | -6.5% |
| 30D | -7.0% | +11.2% | -18.1% | -4.8% |
| 3M | -11.2% | -19.1% | +7.8% | -16.5% |
| 6M | +4.3% | -19.9% | +24.2% | -6.2% |
| All | +4.3% | -19.3% | +23.6% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling