-5.4%
AMAT vs CASY
-18.9%
+13.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.1% |
| 7D | -11.2% | +0.8% | -12.0% | -11.1% |
| 30D | -31.9% | +9.4% | -41.3% | -31.3% |
| 3M | -32.3% | -20.6% | -11.8% | -33.1% |
| 6M | -5.4% | -20.7% | +15.3% | +0.8% |
| All | -5.4% | -18.9% | +13.5% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling