+313.6%
AMGN vs CASY
+539.5%
-225.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.9% | +5.0% | -4.1% | -0.2% |
| 30D | +12.1% | +8.2% | +4.0% | +10.2% |
| 3M | +12.2% | -18.2% | +30.3% | +16.7% |
| 6M | +42.1% | -18.6% | +60.7% | +47.0% |
| YTD | +45.0% | +26.8% | +18.2% | +34.3% |
| 1Y | +47.7% | +31.6% | +16.1% | +35.4% |
| 3Y | +90.4% | +156.5% | -66.1% | +44.2% |
| 5Y | +154.9% | +258.6% | -103.7% | +72.5% |
| 10Y | +313.6% | +550.3% | -236.7% | +138.3% |
| All | +313.6% | +539.5% | -225.9% | +138.3% |
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