+7.6%
AMBA vs CASY
+551.3%
-543.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | 0.0% | +3.6% | -3.6% | -1.3% |
| 30D | -8.6% | +7.2% | -15.8% | -10.9% |
| 3M | -29.0% | -16.9% | -12.0% | -25.4% |
| 6M | -19.2% | -19.3% | +0.1% | -15.4% |
| YTD | -13.0% | +25.6% | -38.6% | -24.4% |
| 1Y | -31.3% | +30.2% | -61.4% | -41.4% |
| 3Y | +28.1% | +154.9% | -126.7% | -20.7% |
| 5Y | -69.4% | +252.1% | -321.6% | -83.8% |
| 10Y | +7.6% | +535.8% | -528.2% | -56.9% |
| All | +7.6% | +551.3% | -543.7% | -56.9% |
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