+132,206.2%
APH vs CASY
+25,539.1%
+106,667.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | -11.3% | +7.5% | -0.9% |
| 3M | +13.0% | -0.6% | +13.6% | +11.7% |
| 6M | +25.2% | +10.7% | +14.4% | +19.7% |
| YTD | +22.9% | +37.1% | -14.2% | +10.9% |
| 1Y | +47.8% | +52.3% | -4.5% | +29.1% |
| 3Y | +283.0% | +215.2% | +67.8% | +170.1% |
| 5Y | +349.7% | +276.5% | +73.2% | +199.9% |
| 10Y | +1,061.2% | +508.4% | +552.9% | +564.8% |
| All | +132,206.2% | +25,539.1% | +106,667.1% | +30,387.2% |
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