+156.7%
AMGN vs CASY
+253.8%
-97.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | 0.0% | +3.6% | -3.6% | -0.5% |
| 30D | +12.1% | +7.2% | +4.9% | +11.1% |
| 3M | +13.9% | -16.9% | +30.8% | +16.4% |
| 6M | +42.1% | -19.3% | +61.5% | +45.6% |
| YTD | +45.0% | +25.6% | +19.4% | +38.0% |
| 1Y | +49.3% | +30.2% | +19.2% | +41.1% |
| 3Y | +92.8% | +154.9% | -62.1% | +61.1% |
| 5Y | +156.7% | +252.1% | -95.4% | +97.0% |
| All | +156.7% | +253.8% | -97.0% | +97.0% |
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