-80.6%
AMC vs CASY
+215.7%
-296.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -0.7% | -11.3% | +10.6% | +0.7% |
| 3M | +35.2% | -0.6% | +35.8% | +34.7% |
| 6M | +124.6% | +10.7% | +113.9% | +118.7% |
| YTD | +69.9% | +37.1% | +32.7% | +60.1% |
| 1Y | -2.6% | +52.3% | -54.9% | -9.6% |
| All | -80.6% | +215.7% | -296.3% | -86.5% |
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