+108.0%
AMGN vs CASY
+274.3%
-166.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -9.7% |
| 7D | -10.3% | -4.4% | -5.9% | -9.7% |
| 30D | -3.8% | -12.0% | +8.3% | -2.1% |
| 3M | +14.4% | -2.3% | +16.7% | +14.1% |
| 6M | +7.8% | +10.5% | -2.7% | +5.2% |
| YTD | +22.6% | +33.0% | -10.4% | +15.9% |
| 1Y | +44.2% | +41.1% | +3.1% | +34.9% |
| 3Y | +65.8% | +207.5% | -141.7% | +33.6% |
| 5Y | +108.0% | +290.7% | -182.7% | +57.0% |
| All | +108.0% | +274.3% | -166.3% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling