+4.5%
APA vs CASY
+565.2%
-560.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.8% |
| 7D | +5.1% | +5.8% | -0.8% | +2.9% |
| 30D | +0.3% | +10.7% | -10.4% | -3.6% |
| 3M | +15.6% | -13.9% | +29.5% | +21.0% |
| 6M | +28.9% | -18.4% | +47.3% | +36.7% |
| YTD | +96.6% | +29.6% | +66.9% | +70.2% |
| 1Y | +95.5% | +32.8% | +62.7% | +66.9% |
| 3Y | +41.8% | +162.3% | -120.4% | -16.4% |
| 5Y | +85.4% | +265.0% | -179.6% | -10.8% |
| 10Y | +4.5% | +555.4% | -550.8% | -60.5% |
| All | +4.5% | +565.2% | -560.6% | -60.5% |
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 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