+252.0%
AMKR vs CASY
+550.0%
-298.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | +21.7% | +2.5% | +19.3% | +20.8% |
| 30D | -22.0% | +10.2% | -32.3% | -25.0% |
| 3M | -33.1% | -15.7% | -17.4% | -29.8% |
| 6M | -49.3% | -18.4% | -30.9% | -47.2% |
| YTD | -5.5% | +28.3% | -33.8% | -19.1% |
| 1Y | +8.4% | +32.6% | -24.1% | -9.0% |
| 3Y | +62.7% | +159.5% | -96.8% | -3.1% |
| 5Y | +70.5% | +263.9% | -193.4% | -15.5% |
| All | +252.0% | +550.0% | -298.0% | +36.1% |
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