+182.3%
APD vs CASY
+553.2%
-370.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +9.6% | +8.7% | +0.9% | +7.0% |
| 3M | +1.6% | -17.3% | +19.0% | +6.4% |
| 6M | +2.2% | -19.7% | +21.9% | +6.9% |
| YTD | +25.9% | +24.8% | +1.0% | +13.8% |
| 1Y | +20.1% | +31.9% | -11.8% | +6.4% |
| 3Y | +12.4% | +155.4% | -143.0% | -22.7% |
| 5Y | +11.1% | +250.6% | -239.4% | -33.1% |
| All | +182.3% | +553.2% | -370.9% | +44.0% |
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