-98.1%
AMC vs CASY
+1,075.3%
-1,173.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -0.7% | -11.3% | +10.6% | +4.4% |
| 3M | +35.2% | -0.6% | +35.8% | +33.4% |
| 6M | +124.6% | +10.7% | +113.9% | +107.6% |
| YTD | +69.9% | +37.1% | +32.7% | +41.0% |
| 1Y | -2.6% | +52.3% | -54.9% | -23.7% |
| 3Y | -79.8% | +215.2% | -295.0% | -90.0% |
| 5Y | -99.4% | +276.5% | -375.9% | -99.7% |
| 10Y | -98.9% | +508.4% | -607.2% | -99.6% |
| All | -98.1% | +1,075.3% | -1,173.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling