+294.5%
AG vs CASY
+3,340.3%
-3,045.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | -12.2% | -17.3% | +5.1% | -10.2% |
| 6M | -28.3% | -19.7% | -8.6% | -26.8% |
| YTD | -8.8% | +24.8% | -33.7% | -13.3% |
| 1Y | +39.4% | +31.9% | +7.5% | +31.4% |
| 3Y | +229.4% | +155.4% | +74.0% | +180.7% |
| 5Y | +14.5% | +250.6% | -236.0% | -6.9% |
| 10Y | +82.7% | +556.8% | -474.1% | +33.4% |
| All | +294.5% | +3,340.3% | -3,045.9% | +104.1% |
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