+1,059.7%
APH vs CASY
+505.6%
+554.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | -11.3% | +7.5% | -0.5% |
| 3M | +13.0% | -0.6% | +13.6% | +11.3% |
| 6M | +25.2% | +10.7% | +14.4% | +18.1% |
| YTD | +22.9% | +37.1% | -14.2% | +7.7% |
| 1Y | +47.8% | +52.3% | -4.5% | +24.3% |
| 3Y | +283.0% | +215.2% | +67.8% | +142.0% |
| 5Y | +349.7% | +276.5% | +73.2% | +162.1% |
| All | +1,059.7% | +505.6% | +554.2% | +458.6% |
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