-5.9%
AMCR vs CASY
+254.7%
-260.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -3.8% | +5.0% | -8.7% | -4.6% |
| 30D | +8.3% | +8.2% | +0.1% | +6.9% |
| 3M | -2.7% | -18.2% | +15.5% | +0.3% |
| 6M | +16.7% | -18.6% | +35.3% | +19.9% |
| YTD | +13.2% | +26.8% | -13.6% | +5.0% |
| 1Y | +13.7% | +31.6% | -17.9% | +4.4% |
| 3Y | +17.4% | +156.5% | -139.1% | -10.4% |
| 5Y | -5.9% | +258.6% | -264.5% | -37.9% |
| All | -5.9% | +254.7% | -260.6% | -37.9% |
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