+500.0%
APP vs CASY
+225.4%
+274.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +9.9% |
| 7D | +71.2% | +1.1% | +70.1% | +70.9% |
| 30D | +39.1% | +8.7% | +30.4% | +36.0% |
| 3M | +16.5% | -17.3% | +33.9% | +22.3% |
| 6M | -16.6% | -19.7% | +3.2% | -12.8% |
| YTD | -41.9% | +24.8% | -66.8% | -51.1% |
| 1Y | -37.0% | +31.9% | -68.9% | -48.6% |
| 3Y | +892.4% | +155.4% | +737.1% | +498.8% |
| 5Y | +297.3% | +250.6% | +46.7% | +92.1% |
| All | +500.0% | +225.4% | +274.6% | +186.8% |
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