+43.6%
AMGN vs CASY
+22.7%
+20.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | +0.6% |
| 7D | -11.6% | -16.5% | +4.9% | -10.4% |
| 30D | -5.7% | -26.4% | +20.7% | -3.8% |
| 3M | +14.2% | -17.3% | +31.5% | +15.6% |
| 6M | +5.2% | -5.2% | +10.4% | +2.9% |
| YTD | +22.0% | +14.1% | +7.9% | +15.1% |
| 1Y | +43.6% | +16.6% | +27.0% | +33.8% |
| All | +43.6% | +22.7% | +20.9% | +33.8% |
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