+5,927.3%
APD vs CASY
+36,294.0%
-30,366.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +2.1% | -11.3% | +13.4% | +4.6% |
| 3M | +7.2% | -0.6% | +7.8% | +6.3% |
| 6M | +11.2% | +10.7% | +0.5% | +7.4% |
| YTD | +24.4% | +37.1% | -12.7% | +14.4% |
| 1Y | +6.7% | +52.3% | -45.6% | -4.4% |
| 3Y | +9.2% | +215.2% | -205.9% | -18.1% |
| 5Y | +27.4% | +276.5% | -249.1% | -8.8% |
| 10Y | +164.8% | +508.4% | -343.5% | +67.7% |
| All | +5,927.3% | +36,294.0% | -30,366.8% | +1,750.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling