+261.9%
AMD vs CASY
+154.8%
+107.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.4% | -17.4% |
| 7D | -28.6% | +1.8% | -30.4% | -28.7% |
| 30D | -37.7% | +11.2% | -48.9% | -38.3% |
| 3M | -16.1% | -19.1% | +3.0% | -14.1% |
| 6M | +13.8% | -19.9% | +33.7% | +17.0% |
| YTD | +88.8% | +25.2% | +63.7% | +73.1% |
| 1Y | +57.8% | +31.6% | +26.1% | +42.2% |
| All | +261.9% | +154.8% | +107.1% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling