+212.9%
AGI vs CASY
+209.8%
+3.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | +4.4% | -4.4% | +8.7% | +5.1% |
| 30D | +10.0% | -12.0% | +22.0% | +12.1% |
| 3M | +1.7% | -2.3% | +4.1% | +0.3% |
| 6M | -26.8% | +10.5% | -37.3% | -30.7% |
| YTD | -5.3% | +33.0% | -38.4% | -15.0% |
| 1Y | +11.5% | +41.1% | -29.7% | -1.8% |
| 3Y | +212.9% | +207.5% | +5.4% | +128.3% |
| All | +212.9% | +209.8% | +3.1% | +128.3% |
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