+5,459.2%
AGI vs CASY
+7,029.7%
-1,570.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +18.2% | -11.3% | +29.6% | +19.0% |
| 3M | -4.1% | -0.6% | -3.5% | -4.4% |
| 6M | -28.7% | +10.7% | -39.4% | -29.4% |
| YTD | -4.0% | +37.1% | -41.1% | -6.2% |
| 1Y | +17.4% | +52.3% | -34.9% | +13.9% |
| 3Y | +203.0% | +215.2% | -12.2% | +183.6% |
| 5Y | +376.7% | +276.5% | +100.2% | +342.7% |
| 10Y | +407.5% | +508.4% | -100.9% | +363.7% |
| All | +5,459.2% | +7,029.7% | -1,570.5% | +4,678.3% |
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 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