+810.4%
AMBA vs CASY
+1,361.2%
-550.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -10.2% |
| 7D | -14.6% | +1.8% | -16.4% | -15.2% |
| 30D | -18.8% | +11.2% | -30.0% | -22.1% |
| 3M | -32.6% | -19.1% | -13.5% | -28.4% |
| 6M | -25.8% | -19.9% | -5.9% | -22.1% |
| YTD | -22.1% | +25.2% | -47.3% | -32.3% |
| 1Y | -36.2% | +31.6% | -67.8% | -46.0% |
| 3Y | +10.0% | +155.4% | -145.4% | -31.8% |
| 5Y | -71.6% | +251.5% | -323.1% | -84.8% |
| 10Y | -4.7% | +558.6% | -563.4% | -62.4% |
| All | +810.4% | +1,361.2% | -550.8% | +118.3% |
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