-71.3%
AMC vs CASY
+154.1%
-225.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +9.0% | +8.7% | +0.3% | +8.1% |
| 3M | +22.2% | -17.3% | +39.5% | +24.3% |
| 6M | +91.5% | -19.7% | +111.2% | +95.1% |
| YTD | +101.3% | +24.8% | +76.5% | +94.8% |
| 1Y | +20.8% | +31.9% | -11.1% | +16.3% |
| 3Y | -71.3% | +155.4% | -226.7% | -75.3% |
| All | -71.3% | +154.1% | -225.4% | -75.3% |
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 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