+60,958.4%
AMGN vs CASY
+36,294.0%
+24,664.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | -11.3% | +19.2% | +10.1% |
| 3M | +27.3% | -0.6% | +27.9% | +26.5% |
| 6M | +16.8% | +10.7% | +6.1% | +13.7% |
| YTD | +36.3% | +37.1% | -0.8% | +27.6% |
| 1Y | +60.4% | +52.3% | +8.1% | +47.2% |
| 3Y | +86.3% | +215.2% | -128.8% | +48.0% |
| 5Y | +125.7% | +276.5% | -150.8% | +72.1% |
| 10Y | +247.0% | +508.4% | -261.3% | +138.6% |
| All | +60,958.4% | +36,294.0% | +24,664.4% | +19,970.9% |
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