+71.9%
AG vs CASY
+539.5%
-467.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.0% |
| 7D | +6.0% | +5.0% | +1.0% | +5.2% |
| 30D | -13.5% | +8.2% | -21.7% | -14.6% |
| 3M | -20.7% | -18.2% | -2.5% | -18.7% |
| 6M | -31.5% | -18.6% | -12.9% | -30.2% |
| YTD | -10.1% | +26.8% | -36.9% | -15.4% |
| 1Y | +26.0% | +31.6% | -5.6% | +17.7% |
| 3Y | +228.9% | +156.5% | +72.4% | +177.8% |
| 5Y | +8.7% | +258.6% | -250.0% | -11.6% |
| 10Y | +71.9% | +550.3% | -478.4% | +41.4% |
| All | +71.9% | +539.5% | -467.6% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling