-27.7%
AFRM vs CASY
+284.3%
-312.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.2% | -10.0% | -8.7% |
| 7D | -6.9% | +1.8% | -8.8% | -7.7% |
| 30D | -7.0% | +11.2% | -18.1% | -11.2% |
| 3M | -11.2% | -19.1% | +7.8% | -3.9% |
| 6M | +4.3% | -19.9% | +24.2% | +10.8% |
| YTD | -6.4% | +25.2% | -31.6% | -24.4% |
| 1Y | -2.6% | +31.6% | -34.2% | -24.2% |
| 3Y | +210.6% | +155.4% | +55.2% | +47.0% |
| 5Y | -57.6% | +251.5% | -309.1% | -84.7% |
| All | -27.7% | +284.3% | -312.0% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling