+192.8%
APD vs CASY
+550.0%
-357.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | +9.4% | +10.2% | -0.8% | +6.5% |
| 3M | +4.7% | -15.7% | +20.4% | +9.1% |
| 6M | +5.5% | -18.4% | +23.9% | +9.9% |
| YTD | +31.4% | +28.3% | +3.1% | +17.9% |
| 1Y | +24.1% | +32.6% | -8.4% | +9.9% |
| 3Y | +28.8% | +159.5% | -130.7% | -11.9% |
| 5Y | +15.8% | +263.9% | -248.1% | -31.3% |
| All | +192.8% | +550.0% | -357.2% | +45.4% |
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