+183.2%
APD vs CASY
+539.5%
-356.3%
-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 | +1.3% | -18.2% | +19.5% | +6.4% |
| 6M | +6.4% | -18.6% | +25.0% | +10.9% |
| YTD | +28.9% | +26.8% | +2.1% | +16.0% |
| 1Y | +23.2% | +31.6% | -8.4% | +9.3% |
| 3Y | +26.3% | +156.5% | -130.2% | -13.2% |
| 5Y | +12.0% | +258.6% | -246.6% | -33.1% |
| 10Y | +183.2% | +550.3% | -367.1% | +42.2% |
| All | +183.2% | +539.5% | -356.3% | +42.2% |
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