+1,321.9%
AMAT vs CASY
+555.0%
+766.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +11.4% | +3.6% | +7.8% | +10.1% |
| 30D | -17.0% | +9.1% | -26.1% | -19.9% |
| 3M | -30.6% | -16.5% | -14.1% | -26.7% |
| 6M | -14.9% | -19.7% | +4.8% | -10.3% |
| YTD | +44.7% | +29.3% | +15.4% | +25.0% |
| 1Y | +66.9% | +33.1% | +33.8% | +42.0% |
| 3Y | +153.3% | +158.5% | -5.2% | +56.9% |
| 5Y | +146.2% | +266.7% | -120.5% | +27.2% |
| All | +1,321.9% | +555.0% | +766.9% | +485.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling