+895.0%
APA vs CASY
+33,031.0%
-32,136.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +22.8% | -17.3% | +40.1% | +27.1% |
| 6M | +17.9% | -19.7% | +37.7% | +22.3% |
| YTD | +87.7% | +24.8% | +62.9% | +76.1% |
| 1Y | +94.2% | +31.9% | +62.3% | +79.7% |
| 3Y | +27.2% | +155.4% | -128.2% | +0.1% |
| 5Y | +74.1% | +250.6% | -176.4% | +26.9% |
| 10Y | +2.6% | +556.8% | -554.2% | -33.7% |
| All | +895.0% | +33,031.0% | -32,136.0% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling