+111,876.4%
AMAT vs CASY
+32,414.3%
+79,462.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.7% |
| 7D | -11.2% | +0.8% | -12.0% | -11.4% |
| 30D | -31.9% | +9.4% | -41.3% | -34.0% |
| 3M | -32.3% | -20.6% | -11.8% | -28.0% |
| 6M | -5.4% | -20.7% | +15.3% | -0.8% |
| YTD | +44.3% | +22.5% | +21.7% | +31.2% |
| 1Y | +61.4% | +29.5% | +31.9% | +43.8% |
| 3Y | +170.6% | +150.0% | +20.6% | +91.3% |
| 5Y | +156.4% | +248.6% | -92.1% | +61.0% |
| 10Y | +1,356.4% | +544.6% | +811.8% | +637.0% |
| All | +111,876.4% | +32,414.3% | +79,462.1% | +20,217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling