-71.9%
AMC vs CASY
+154.8%
-226.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -12.7% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | +4.4% | +11.2% | -6.8% | +3.3% |
| 3M | +15.4% | -19.1% | +34.4% | +17.7% |
| 6M | +93.7% | -19.9% | +113.6% | +97.5% |
| YTD | +97.4% | +25.2% | +72.3% | +91.0% |
| 1Y | +23.2% | +31.6% | -8.4% | +18.6% |
| All | -71.9% | +154.8% | -226.6% | -75.8% |
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