+883.4%
APH vs CASY
+553.2%
+330.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | +1.1% | -7.0% | -6.3% |
| 30D | -14.8% | +8.7% | -23.5% | -17.2% |
| 3M | -12.4% | -17.3% | +4.9% | -8.2% |
| 6M | +8.1% | -19.7% | +27.8% | +12.7% |
| YTD | +10.9% | +24.8% | -13.9% | -1.1% |
| 1Y | +8.8% | +31.9% | -23.1% | -5.2% |
| 3Y | +262.1% | +155.4% | +106.7% | +142.4% |
| 5Y | +283.1% | +250.6% | +32.6% | +123.5% |
| All | +883.4% | +553.2% | +330.2% | +365.4% |
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