-98.7%
AMC vs CASY
+539.5%
-638.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.3% |
| 7D | +5.5% | +5.0% | +0.5% | +3.0% |
| 30D | +16.1% | +8.2% | +7.9% | +11.4% |
| 3M | +43.0% | -18.2% | +61.2% | +55.4% |
| 6M | +130.7% | -18.6% | +149.3% | +146.4% |
| YTD | +121.8% | +26.8% | +95.0% | +84.8% |
| 1Y | +40.7% | +31.6% | +9.1% | +14.4% |
| 3Y | -56.8% | +156.5% | -213.3% | -78.3% |
| 5Y | -99.1% | +258.6% | -357.7% | -99.6% |
| 10Y | -98.7% | +550.3% | -648.9% | -99.6% |
| All | -98.7% | +539.5% | -638.1% | -99.6% |
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