+337.4%
AGI vs CASY
+453.5%
-116.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -2.7% | -18.6% | +15.9% | -0.9% |
| 30D | +7.2% | -26.6% | +33.9% | +10.3% |
| 3M | +4.3% | -32.8% | +37.0% | +8.1% |
| 6M | -27.1% | -10.0% | -17.1% | -27.3% |
| YTD | -6.6% | +11.6% | -18.2% | -9.4% |
| 1Y | +9.5% | +11.5% | -2.0% | +6.2% |
| 3Y | +208.4% | +160.7% | +47.8% | +176.4% |
| 5Y | +401.6% | +232.4% | +169.2% | +344.6% |
| All | +337.4% | +453.5% | -116.1% | +308.1% |
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 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