-0.1%
AMBA vs CASY
+553.2%
-553.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | -7.2% | +1.1% | -8.3% | -7.7% |
| 30D | -10.4% | +8.7% | -19.1% | -13.1% |
| 3M | -30.1% | -17.3% | -12.8% | -26.5% |
| 6M | -22.4% | -19.7% | -2.7% | -18.7% |
| YTD | -17.3% | +24.8% | -42.2% | -28.0% |
| 1Y | -35.4% | +31.9% | -67.3% | -45.3% |
| 3Y | +18.6% | +155.4% | -136.8% | -26.6% |
| 5Y | -69.8% | +250.6% | -320.4% | -84.0% |
| All | -0.1% | +553.2% | -553.3% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling