+404.3%
AGI vs CASY
+234.8%
+169.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.2% | +15.6% | +3.5% |
| 7D | +2.2% | -16.5% | +18.7% | +4.8% |
| 30D | +11.3% | -26.4% | +37.7% | +16.4% |
| 3M | +5.6% | -17.3% | +22.9% | +7.1% |
| 6M | -27.7% | -5.2% | -22.5% | -29.3% |
| YTD | -4.1% | +14.1% | -18.2% | -10.3% |
| 1Y | +13.8% | +16.6% | -2.8% | +5.7% |
| 3Y | +217.0% | +163.7% | +53.3% | +150.2% |
| 5Y | +404.3% | +231.3% | +173.0% | +296.6% |
| All | +404.3% | +234.8% | +169.5% | +296.6% |
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 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