-99.3%
AMC vs CASY
+254.0%
-353.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -13.0% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | +4.4% | +11.2% | -6.8% | +1.5% |
| 3M | +15.4% | -19.1% | +34.4% | +21.1% |
| 6M | +93.7% | -19.9% | +113.6% | +102.6% |
| YTD | +97.4% | +25.2% | +72.3% | +78.7% |
| 1Y | +23.2% | +31.6% | -8.4% | +9.6% |
| 3Y | -71.3% | +155.4% | -226.7% | -81.4% |
| 5Y | -99.3% | +251.5% | -350.8% | -99.6% |
| All | -99.3% | +254.0% | -353.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling