+196.6%
AMD vs CASY
+254.0%
-57.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.4% | -17.7% |
| 7D | -28.6% | +1.8% | -30.4% | -28.9% |
| 30D | -37.7% | +11.2% | -48.9% | -39.3% |
| 3M | -16.1% | -19.1% | +3.0% | -12.4% |
| 6M | +13.8% | -19.9% | +33.7% | +18.3% |
| YTD | +88.8% | +25.2% | +63.7% | +66.4% |
| 1Y | +57.8% | +31.6% | +26.1% | +35.8% |
| 3Y | +260.3% | +155.4% | +104.9% | +122.9% |
| 5Y | +196.6% | +251.5% | -54.9% | +41.4% |
| All | +196.6% | +254.0% | -57.4% | +41.4% |
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