-16.6%
AMRZ vs CASY
+37.7%
-54.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | -1.1% | +3.6% | -4.7% | -1.1% |
| 30D | +18.3% | +7.2% | +11.1% | +18.4% |
| 3M | -8.0% | -16.9% | +9.0% | -8.3% |
| 6M | -18.7% | -19.3% | +0.7% | -17.2% |
| YTD | -19.8% | +25.6% | -45.5% | -28.0% |
| 1Y | -12.3% | +30.2% | -42.5% | -22.7% |
| All | -16.6% | +37.7% | -54.3% | -28.5% |
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