-99.9%
AMIX vs CASY
+162.6%
-262.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.2% |
| 7D | -9.9% | +3.6% | -13.4% | -9.6% |
| 30D | -52.8% | +9.1% | -61.8% | -52.4% |
| 3M | -80.0% | -16.5% | -63.5% | -80.3% |
| 6M | -80.2% | -19.7% | -60.5% | -80.2% |
| YTD | -88.1% | +29.3% | -117.4% | -90.1% |
| 1Y | -91.1% | +33.1% | -124.2% | -92.7% |
| All | -99.9% | +162.6% | -262.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling