+137,736.4%
AMAT vs CASY
+36,294.0%
+101,442.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -14.8% | -11.3% | -3.4% | -11.6% |
| 3M | -9.3% | -0.6% | -8.6% | -10.6% |
| 6M | +27.4% | +10.7% | +16.7% | +21.1% |
| YTD | +77.6% | +37.1% | +40.4% | +57.4% |
| 1Y | +188.9% | +52.3% | +136.6% | +146.4% |
| 3Y | +202.3% | +215.2% | -12.9% | +99.5% |
| 5Y | +248.9% | +276.5% | -27.6% | +115.8% |
| 10Y | +1,585.2% | +508.4% | +1,076.9% | +773.9% |
| All | +137,736.4% | +36,294.0% | +101,442.4% | +24,279.1% |
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