-97.7%
AMC vs CASY
+972.9%
-1,070.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -13.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.9% |
| 30D | +4.4% | +11.2% | -6.8% | -0.8% |
| 3M | +15.4% | -19.1% | +34.4% | +25.0% |
| 6M | +93.7% | -19.9% | +113.6% | +107.4% |
| YTD | +97.4% | +25.2% | +72.3% | +68.8% |
| 1Y | +23.2% | +31.6% | -8.4% | +2.4% |
| 3Y | -71.3% | +155.4% | -226.7% | -84.2% |
| 5Y | -99.3% | +251.5% | -350.8% | -99.7% |
| 10Y | -98.7% | +558.6% | -657.4% | -99.5% |
| All | -97.7% | +972.9% | -1,070.6% | -99.3% |
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 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