+47.7%
AMGN vs CASY
+31.3%
+16.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.9% | +5.0% | -4.1% | +0.5% |
| 30D | +12.1% | +8.2% | +4.0% | +11.5% |
| 3M | +12.2% | -18.2% | +30.3% | +13.2% |
| 6M | +42.1% | -18.6% | +60.7% | +45.4% |
| YTD | +45.0% | +26.8% | +18.2% | +36.6% |
| 1Y | +47.7% | +31.6% | +16.1% | +36.7% |
| All | +47.7% | +31.3% | +16.4% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling