+67.2%
AG vs CASY
+276.6%
-209.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +19.2% | -11.3% | +30.5% | +22.2% |
| 3M | +6.2% | -0.6% | +6.8% | +3.8% |
| 6M | -26.7% | +10.7% | -37.4% | -30.7% |
| YTD | +26.1% | +37.1% | -11.0% | +12.0% |
| 1Y | +131.7% | +52.3% | +79.4% | +99.3% |
| 3Y | +255.3% | +215.2% | +40.2% | +149.2% |
| All | +67.2% | +276.6% | -209.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling