+333.0%
APP vs CASY
+276.6%
+56.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.5% |
| 3M | -42.6% | -0.6% | -42.0% | -44.0% |
| 6M | -33.6% | +10.7% | -44.3% | -39.3% |
| YTD | -52.4% | +37.1% | -89.5% | -61.2% |
| 1Y | -35.9% | +52.3% | -88.2% | -50.7% |
| 3Y | +642.2% | +215.2% | +427.0% | +296.1% |
| All | +333.0% | +276.6% | +56.3% | +92.2% |
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