+700.5%
AU vs CASY
+234.8%
+465.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.9% | +2.9% |
| 7D | +0.6% | -16.5% | +17.2% | +3.4% |
| 30D | +12.3% | -26.4% | +38.7% | +17.8% |
| 3M | +29.4% | -17.3% | +46.7% | +31.2% |
| 6M | +3.2% | -5.2% | +8.4% | +1.3% |
| YTD | +31.8% | +14.1% | +17.7% | +24.5% |
| 1Y | +83.4% | +16.6% | +66.8% | +72.2% |
| 3Y | +623.1% | +163.7% | +459.4% | +502.4% |
| 5Y | +700.5% | +231.3% | +469.2% | +586.1% |
| All | +700.5% | +234.8% | +465.7% | +586.1% |
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