+261.6%
APP vs CASY
+254.0%
+7.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.2% | +28.9% | +30.4% |
| 7D | +39.7% | +1.8% | +37.9% | +39.1% |
| 30D | +27.7% | +11.2% | +16.6% | +24.0% |
| 3M | -14.8% | -19.1% | +4.3% | -9.6% |
| 6M | -25.5% | -19.9% | -5.6% | -21.9% |
| YTD | -47.2% | +25.2% | -72.3% | -56.0% |
| 1Y | -42.3% | +31.6% | -73.9% | -53.5% |
| 3Y | +806.8% | +155.4% | +651.4% | +422.8% |
| 5Y | +261.6% | +251.5% | +10.1% | +56.5% |
| All | +261.6% | +254.0% | +7.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling