+653.5%
APP vs CASY
+215.7%
+437.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -23.3% | -11.3% | -11.9% | -21.6% |
| 3M | -42.6% | -0.6% | -42.0% | -43.5% |
| 6M | -33.6% | +10.7% | -44.3% | -38.3% |
| YTD | -52.4% | +37.1% | -89.5% | -60.0% |
| 1Y | -35.9% | +52.3% | -88.2% | -49.0% |
| All | +653.5% | +215.7% | +437.8% | +414.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling