+19,178.1%
AME vs CASY
+33,946.0%
-14,767.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +8.1% | +2.5% | +5.6% | +7.5% |
| 30D | -3.8% | +10.2% | -14.0% | -6.1% |
| 3M | -6.6% | -15.7% | +9.1% | -3.5% |
| 6M | +4.6% | -18.4% | +22.9% | +7.7% |
| YTD | +17.9% | +28.3% | -10.3% | +9.0% |
| 1Y | +23.2% | +32.6% | -9.3% | +12.8% |
| 3Y | +62.9% | +159.5% | -96.6% | +25.0% |
| 5Y | +77.5% | +263.9% | -186.4% | +24.5% |
| 10Y | +444.7% | +548.5% | -103.8% | +231.3% |
| All | +19,178.1% | +33,946.0% | -14,767.9% | +5,795.6% |
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