+90.9%
APA vs CASY
+266.7%
-175.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | +8.5% | +3.6% | +5.0% | +7.8% |
| 30D | +2.8% | +9.1% | -6.3% | +1.1% |
| 3M | +21.7% | -16.5% | +38.2% | +25.7% |
| 6M | +32.6% | -19.7% | +52.3% | +37.6% |
| YTD | +103.7% | +29.3% | +74.4% | +89.4% |
| 1Y | +101.8% | +33.1% | +68.7% | +85.9% |
| 3Y | +48.1% | +158.5% | -110.5% | +9.2% |
| All | +90.9% | +266.7% | -175.8% | +23.6% |
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