+2,024.0%
AMP vs CASY
+3,890.6%
-1,866.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +3.9% | +3.6% | +0.4% | +2.2% |
| 30D | +5.1% | +9.1% | -3.9% | +0.6% |
| 3M | -8.7% | -16.5% | +7.8% | -1.7% |
| 6M | +11.4% | -19.7% | +31.1% | +19.6% |
| YTD | +7.3% | +29.3% | -21.9% | -10.4% |
| 1Y | +14.6% | +33.1% | -18.6% | -6.3% |
| 3Y | +61.2% | +158.5% | -97.3% | -11.1% |
| 5Y | +81.0% | +266.7% | -185.7% | -19.1% |
| 10Y | +468.0% | +553.5% | -85.5% | +83.6% |
| All | +2,024.0% | +3,890.6% | -1,866.6% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling