+268.0%
APH vs CASY
+254.0%
+14.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.7% |
| 7D | -12.7% | +1.8% | -14.6% | -13.1% |
| 30D | -19.2% | +11.2% | -30.3% | -21.2% |
| 3M | -16.7% | -19.1% | +2.4% | -13.1% |
| 6M | +5.1% | -19.9% | +25.0% | +9.2% |
| YTD | +6.6% | +25.2% | -18.6% | -4.3% |
| 1Y | +3.9% | +31.6% | -27.7% | -8.4% |
| 3Y | +246.0% | +155.4% | +90.6% | +136.2% |
| 5Y | +268.0% | +251.5% | +16.5% | +111.7% |
| All | +268.0% | +254.0% | +14.0% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling