-0.9%
APA vs CASY
+551.3%
-552.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -8.7% | +3.6% | -12.3% | -10.0% |
| 30D | -2.4% | +7.2% | -9.6% | -5.1% |
| 3M | +19.0% | -16.9% | +35.9% | +26.2% |
| 6M | +26.8% | -19.3% | +46.1% | +34.9% |
| YTD | +87.3% | +25.6% | +61.7% | +64.1% |
| 1Y | +92.3% | +30.2% | +62.1% | +65.2% |
| 3Y | +37.3% | +154.9% | -117.6% | -18.2% |
| 5Y | +73.2% | +252.1% | -178.9% | -15.3% |
| 10Y | -0.9% | +535.8% | -536.7% | -62.0% |
| All | -0.9% | +551.3% | -552.2% | -62.0% |
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