+79.0%
AMP vs CASY
+261.5%
-182.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.5% |
| 30D | +4.4% | +10.2% | -5.8% | +1.8% |
| 3M | -8.8% | -15.7% | +6.9% | -5.2% |
| 6M | +9.9% | -18.4% | +28.3% | +14.6% |
| YTD | +6.1% | +28.3% | -22.2% | -5.6% |
| 1Y | +10.6% | +32.6% | -22.0% | -3.0% |
| 3Y | +58.8% | +159.5% | -100.7% | +2.4% |
| 5Y | +79.0% | +263.9% | -184.9% | -8.1% |
| All | +79.0% | +261.5% | -182.6% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling