+185.0%
APD vs CASY
+539.5%
-354.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -0.2% | +5.0% | -5.2% | -1.6% |
| 30D | +11.0% | +8.2% | +2.8% | +8.6% |
| 3M | +2.0% | -18.2% | +20.2% | +7.1% |
| 6M | +7.1% | -18.6% | +25.6% | +11.6% |
| YTD | +29.8% | +26.8% | +3.0% | +16.8% |
| 1Y | +24.0% | +31.6% | -7.6% | +10.0% |
| 3Y | +27.2% | +156.5% | -129.4% | -12.6% |
| 5Y | +12.8% | +258.6% | -245.9% | -32.6% |
| 10Y | +185.0% | +550.3% | -365.2% | +43.1% |
| All | +185.0% | +539.5% | -354.5% | +43.1% |
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