-17.0%
AMRZ vs CASY
+37.2%
-54.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.4% |
| 7D | +2.5% | +1.8% | +0.7% | +2.5% |
| 30D | +14.4% | +11.2% | +3.2% | +14.6% |
| 3M | -19.2% | -19.1% | -0.1% | -19.6% |
| 6M | -19.7% | -19.9% | +0.2% | -18.2% |
| YTD | -20.2% | +25.2% | -45.3% | -28.3% |
| 1Y | -15.1% | +31.6% | -46.7% | -25.5% |
| All | -17.0% | +37.2% | -54.1% | -28.8% |
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