+64,868.5%
AMGN vs CASY
+33,247.3%
+31,621.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | 0.0% | +3.6% | -3.6% | -0.7% |
| 30D | +12.1% | +7.2% | +4.9% | +10.7% |
| 3M | +13.9% | -16.9% | +30.8% | +17.2% |
| 6M | +42.1% | -19.3% | +61.5% | +46.1% |
| YTD | +45.0% | +25.6% | +19.4% | +37.5% |
| 1Y | +49.3% | +30.2% | +19.2% | +40.6% |
| 3Y | +92.8% | +154.9% | -62.1% | +58.9% |
| 5Y | +156.7% | +252.1% | -95.4% | +97.7% |
| 10Y | +328.1% | +535.8% | -207.7% | +192.0% |
| All | +64,868.5% | +33,247.3% | +31,621.2% | +21,526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling