+6,406.4%
AMD vs CASY
+505.6%
+5,900.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -0.9% | -11.3% | +10.4% | +2.8% |
| 3M | -8.7% | -0.6% | -8.1% | -10.9% |
| 6M | +136.3% | +10.7% | +125.6% | +121.3% |
| YTD | +123.0% | +37.1% | +85.9% | +91.8% |
| 1Y | +195.2% | +52.3% | +142.9% | +140.9% |
| 3Y | +336.3% | +215.2% | +121.1% | +154.3% |
| 5Y | +334.5% | +276.5% | +58.0% | +131.1% |
| All | +6,406.4% | +505.6% | +5,900.8% | +2,646.1% |
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