+132.8%
AMAT vs CASY
+154.8%
-21.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.2% | -15.8% | -13.9% |
| 7D | -24.3% | +1.8% | -26.1% | -24.5% |
| 30D | -39.8% | +11.2% | -51.0% | -41.1% |
| 3M | -40.2% | -19.1% | -21.1% | -37.7% |
| 6M | -22.1% | -19.9% | -2.2% | -18.9% |
| YTD | +24.7% | +25.2% | -0.5% | +12.5% |
| 1Y | +33.3% | +31.6% | +1.6% | +18.0% |
| All | +132.8% | +154.8% | -21.9% | +58.2% |
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 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