+100.2%
AMCR vs CASY
+1,335.2%
-1,235.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -4.1% | -11.3% | +7.3% | -2.2% |
| 3M | +21.7% | -0.6% | +22.3% | +20.5% |
| 6M | +1.5% | +10.7% | -9.2% | -1.6% |
| YTD | +13.1% | +37.1% | -24.0% | +5.2% |
| 1Y | +13.0% | +52.3% | -39.3% | +2.7% |
| 3Y | +6.9% | +215.2% | -208.3% | -16.8% |
| 5Y | -10.5% | +276.5% | -286.9% | -33.4% |
| 10Y | +20.9% | +508.4% | -487.5% | -14.2% |
| All | +100.2% | +1,335.2% | -1,235.0% | +45.6% |
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 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