+18.6%
AMCR vs CASY
+555.0%
-536.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.4% | +3.6% | -5.9% | -3.2% |
| 30D | +3.6% | +9.1% | -5.5% | +1.4% |
| 3M | -4.2% | -16.5% | +12.3% | -0.4% |
| 6M | +15.5% | -19.7% | +35.2% | +20.2% |
| YTD | +9.7% | +29.3% | -19.5% | -0.3% |
| 1Y | +8.3% | +33.1% | -24.8% | -2.6% |
| 3Y | +15.4% | +158.5% | -143.2% | -16.6% |
| 5Y | -9.1% | +266.7% | -275.8% | -42.2% |
| All | +18.6% | +555.0% | -536.4% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling