-24.9%
AFRM vs CASY
+321.0%
-345.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 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% | -3.3% |
| 3M | +5.3% | -0.6% | +6.0% | +1.5% |
| 6M | +42.6% | +10.7% | +31.9% | +27.9% |
| YTD | -2.8% | +37.1% | -39.9% | -23.9% |
| 1Y | -19.3% | +52.3% | -71.6% | -41.7% |
| 3Y | +231.0% | +215.2% | +15.8% | +38.8% |
| 5Y | -22.2% | +276.5% | -298.7% | -72.5% |
| All | -24.9% | +321.0% | -345.9% | -76.2% |
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 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