-14.7%
AMRZ vs CASY
+32.0%
-46.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +1.2% |
| 30D | +15.1% | +8.7% | +6.4% | +15.6% |
| 3M | -18.1% | -17.3% | -0.7% | -19.0% |
| 6M | -23.5% | -19.7% | -3.7% | -22.6% |
| YTD | -21.6% | +24.8% | -46.4% | -27.4% |
| 1Y | -14.7% | +31.9% | -46.6% | -21.6% |
| All | -14.7% | +32.0% | -46.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling