+930.0%
APH vs CASY
+555.0%
+375.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +4.9% | +3.6% | +1.3% | +3.9% |
| 30D | -5.4% | +9.1% | -14.4% | -8.0% |
| 3M | -5.5% | -16.5% | +11.1% | -1.1% |
| 6M | +25.9% | -19.7% | +45.6% | +31.7% |
| YTD | +16.4% | +29.3% | -12.9% | +2.7% |
| 1Y | +16.5% | +33.1% | -16.6% | +1.5% |
| 3Y | +270.9% | +158.5% | +112.3% | +147.8% |
| 5Y | +289.5% | +266.7% | +22.8% | +124.0% |
| All | +930.0% | +555.0% | +375.0% | +386.6% |
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 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