+203.0%
AMAT vs CASY
+215.7%
-12.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -14.8% | -11.3% | -3.4% | -12.7% |
| 3M | -9.3% | -0.6% | -8.6% | -10.6% |
| 6M | +27.4% | +10.7% | +16.7% | +21.7% |
| YTD | +77.6% | +37.1% | +40.4% | +59.7% |
| 1Y | +188.9% | +52.3% | +136.6% | +150.5% |
| All | +203.0% | +215.7% | -12.7% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling