+69.8%
APA vs CASY
+250.1%
-180.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -15.5% | +1.1% | -16.6% | -15.7% |
| 30D | +2.4% | +8.7% | -6.3% | +0.7% |
| 3M | +22.8% | -17.3% | +40.1% | +27.0% |
| 6M | +17.9% | -19.7% | +37.7% | +22.3% |
| YTD | +87.7% | +24.8% | +62.9% | +75.6% |
| 1Y | +94.2% | +31.9% | +62.3% | +78.8% |
| 3Y | +27.2% | +155.4% | -128.2% | -6.5% |
| All | +69.8% | +250.1% | -180.3% | +11.6% |
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