+4,206.7%
AGI vs CASY
+6,621.2%
-2,414.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -10.1% | +3.6% | -13.7% | -10.3% |
| 30D | -6.5% | +9.1% | -15.6% | -7.0% |
| 3M | -12.8% | -16.5% | +3.7% | -12.1% |
| 6M | -34.3% | -19.7% | -14.6% | -33.7% |
| YTD | -25.6% | +29.3% | -54.9% | -27.2% |
| 1Y | -14.2% | +33.1% | -47.4% | -16.2% |
| 3Y | +127.3% | +158.5% | -31.2% | +114.4% |
| 5Y | +241.8% | +266.7% | -24.9% | +217.8% |
| 10Y | +381.8% | +553.5% | -171.7% | +339.4% |
| All | +4,206.7% | +6,621.2% | -2,414.4% | +3,609.5% |
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