+937.8%
AMBA vs CASY
+1,500.7%
-562.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -11.0% | +0.1% | -11.0% | -11.0% |
| 30D | -23.2% | -11.3% | -11.8% | -20.0% |
| 3M | -12.7% | -0.6% | -12.1% | -14.7% |
| 6M | +11.2% | +10.7% | +0.5% | +4.0% |
| YTD | -11.2% | +37.1% | -48.3% | -24.3% |
| 1Y | -22.5% | +52.3% | -74.8% | -37.3% |
| 3Y | -1.3% | +215.2% | -216.5% | -43.4% |
| 5Y | -54.2% | +276.5% | -330.7% | -75.8% |
| 10Y | -6.1% | +508.4% | -514.5% | -61.1% |
| All | +937.8% | +1,500.7% | -562.9% | +144.1% |
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