+12.4%
APD vs CASY
+154.1%
-141.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +9.6% | +8.7% | +0.9% | +8.6% |
| 3M | +1.6% | -17.3% | +19.0% | +3.7% |
| 6M | +2.2% | -19.7% | +21.9% | +4.7% |
| YTD | +25.9% | +24.8% | +1.0% | +18.7% |
| 1Y | +20.1% | +31.9% | -11.8% | +11.9% |
| 3Y | +12.4% | +155.4% | -143.0% | -12.2% |
| All | +12.4% | +154.1% | -141.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling