+67.2%
AMP vs CASY
+163.7%
-96.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +1.2% |
| 7D | 0.0% | -16.5% | +16.5% | +2.5% |
| 30D | -1.0% | -26.4% | +25.4% | +3.3% |
| 3M | +23.2% | -17.3% | +40.5% | +25.4% |
| 6M | +20.4% | -5.2% | +25.6% | +18.7% |
| YTD | +13.6% | +14.1% | -0.4% | +7.5% |
| 1Y | +13.4% | +16.6% | -3.3% | +6.4% |
| All | +67.2% | +163.7% | -96.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling