+154.8%
APA vs CASY
+276.6%
-121.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +23.4% | -11.3% | +34.7% | +26.7% |
| 3M | +12.7% | -0.6% | +13.3% | +12.5% |
| 6M | +39.4% | +10.7% | +28.7% | +35.1% |
| YTD | +79.0% | +37.1% | +41.8% | +63.9% |
| 1Y | +88.8% | +52.3% | +36.5% | +66.8% |
| 3Y | +6.4% | +215.2% | -208.8% | -29.3% |
| All | +154.8% | +276.6% | -121.8% | +64.3% |
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