+11.8%
AMBA vs CASY
+154.8%
-143.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -9.7% |
| 7D | -14.6% | +1.8% | -16.4% | -14.8% |
| 30D | -18.8% | +11.2% | -30.0% | -20.0% |
| 3M | -32.6% | -19.1% | -13.5% | -30.4% |
| 6M | -25.8% | -19.9% | -5.9% | -23.1% |
| YTD | -22.1% | +25.2% | -47.3% | -29.7% |
| 1Y | -36.2% | +31.6% | -67.8% | -43.6% |
| All | +11.8% | +154.8% | -143.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling