-32.0%
APP vs CASY
+34.1%
-66.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.8% |
| 7D | +48.9% | +5.8% | +43.1% | +50.5% |
| 30D | +49.4% | +10.7% | +38.7% | +52.9% |
| 3M | +27.0% | -13.9% | +40.9% | +21.4% |
| 6M | -15.4% | -18.4% | +3.0% | -18.7% |
| YTD | -39.9% | +29.6% | -69.6% | -38.8% |
| 1Y | -32.0% | +32.8% | -64.8% | -30.4% |
| All | -32.0% | +34.1% | -66.0% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling