+506.6%
APP vs CASY
+230.5%
+276.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.8% |
| 7D | +61.1% | +5.0% | +56.1% | +59.2% |
| 30D | +42.8% | +8.2% | +34.6% | +39.7% |
| 3M | +16.7% | -18.2% | +34.8% | +22.9% |
| 6M | -15.6% | -18.6% | +3.0% | -12.1% |
| YTD | -41.3% | +26.8% | -68.1% | -50.7% |
| 1Y | -39.3% | +31.6% | -70.9% | -50.2% |
| 3Y | +803.2% | +156.5% | +646.7% | +445.2% |
| 5Y | +313.2% | +258.6% | +54.5% | +98.7% |
| All | +506.6% | +230.5% | +276.1% | +188.6% |
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