+18,884.9%
AME vs CASY
+36,294.0%
-17,409.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -6.7% | -11.3% | +4.7% | -4.2% |
| 3M | +4.1% | -0.6% | +4.7% | +3.1% |
| 6M | +1.6% | +10.7% | -9.1% | -2.1% |
| YTD | +16.1% | +37.1% | -21.0% | +6.3% |
| 1Y | +27.3% | +52.3% | -25.0% | +13.3% |
| 3Y | +50.9% | +215.2% | -164.3% | +10.9% |
| 5Y | +81.4% | +276.5% | -195.1% | +26.9% |
| 10Y | +417.0% | +508.4% | -91.4% | +219.7% |
| All | +18,884.9% | +36,294.0% | -17,409.2% | +5,652.4% |
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 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