+11.4%
AMP vs CASY
-18.2%
+29.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +3.9% | +3.6% | +0.4% | +3.9% |
| 30D | +5.1% | +9.1% | -3.9% | +5.0% |
| 3M | -8.7% | -16.5% | +7.8% | -8.7% |
| 6M | +11.4% | -19.7% | +31.1% | +11.3% |
| All | +11.4% | -18.2% | +29.6% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling