+391.7%
APP vs CASY
+257.5%
+134.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 3M | -42.6% | -0.6% | -42.0% | -43.9% |
| 6M | -33.6% | +10.7% | -44.3% | -39.0% |
| YTD | -52.4% | +37.1% | -89.5% | -60.8% |
| 1Y | -35.9% | +52.3% | -88.2% | -50.1% |
| 3Y | +642.2% | +215.2% | +427.0% | +313.4% |
| 5Y | +311.1% | +276.5% | +34.6% | +94.7% |
| All | +391.7% | +257.5% | +134.2% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling