+16.5%
AMCR vs CASY
+464.4%
-448.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.0% | -17.2% | +12.3% | -0.8% |
| 30D | -8.0% | -24.4% | +16.4% | -1.9% |
| 3M | +14.3% | -31.4% | +45.7% | +24.3% |
| 6M | +5.3% | -8.9% | +14.2% | +5.3% |
| YTD | +7.7% | +13.8% | -6.1% | +1.2% |
| 1Y | +10.8% | +17.0% | -6.1% | +3.1% |
| 3Y | +9.6% | +163.1% | -153.5% | -21.7% |
| 5Y | -10.2% | +239.0% | -249.2% | -41.7% |
| All | +16.5% | +464.4% | -448.0% | -28.6% |
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 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