+229.4%
AG vs CASY
+154.1%
+75.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +6.3% | +1.1% | +5.2% | +6.1% |
| 30D | -8.9% | +8.7% | -17.6% | -10.4% |
| 3M | -12.2% | -17.3% | +5.1% | -9.4% |
| 6M | -28.3% | -19.7% | -8.6% | -25.5% |
| YTD | -8.8% | +24.8% | -33.7% | -19.4% |
| 1Y | +39.4% | +31.9% | +7.5% | +20.7% |
| 3Y | +229.4% | +155.4% | +74.0% | +104.6% |
| All | +229.4% | +154.1% | +75.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling