+126.7%
AMAT vs CASY
+250.1%
-123.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | +1.1% | -15.8% | -15.0% |
| 30D | -36.1% | +8.7% | -44.8% | -37.7% |
| 3M | -36.9% | -17.3% | -19.5% | -33.9% |
| 6M | -22.2% | -19.7% | -2.5% | -18.6% |
| YTD | +29.9% | +24.8% | +5.1% | +15.4% |
| 1Y | +43.3% | +31.9% | +11.4% | +24.3% |
| 3Y | +142.7% | +155.4% | -12.7% | +57.7% |
| All | +126.7% | +250.1% | -123.4% | +18.3% |
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