+117.1%
AMAT vs CASY
+254.0%
-137.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.2% | -15.8% | -14.1% |
| 7D | -24.3% | +1.8% | -26.1% | -24.7% |
| 30D | -39.8% | +11.2% | -51.0% | -41.7% |
| 3M | -40.2% | -19.1% | -21.1% | -37.0% |
| 6M | -22.1% | -19.9% | -2.2% | -18.4% |
| YTD | +24.7% | +25.2% | -0.5% | +10.7% |
| 1Y | +33.3% | +31.6% | +1.6% | +15.7% |
| 3Y | +133.9% | +155.4% | -21.6% | +52.0% |
| 5Y | +117.1% | +251.5% | -134.5% | +13.2% |
| All | +117.1% | +254.0% | -137.0% | +13.2% |
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 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