+216.6%
AMGN vs CASY
+468.0%
-251.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | +2.6% |
| 7D | -11.6% | -16.5% | +4.9% | -8.3% |
| 30D | -5.7% | -26.4% | +20.7% | +0.5% |
| 3M | +14.2% | -17.3% | +31.5% | +17.6% |
| 6M | +5.2% | -5.2% | +10.4% | +4.5% |
| YTD | +22.0% | +14.1% | +7.9% | +15.8% |
| 1Y | +43.6% | +16.6% | +27.0% | +35.4% |
| 3Y | +65.0% | +163.7% | -98.7% | +23.0% |
| 5Y | +112.0% | +231.3% | -119.3% | +45.8% |
| 10Y | +216.6% | +462.9% | -246.3% | +87.3% |
| All | +216.6% | +468.0% | -251.5% | +87.3% |
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