-14.7%
AMRZ vs CASY
+50.3%
-64.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -16.9% | -11.3% | -5.6% | -17.4% |
| 3M | -19.2% | -0.6% | -18.5% | -19.9% |
| 6M | -29.3% | +10.7% | -40.0% | -33.4% |
| YTD | -18.0% | +37.1% | -55.1% | -26.3% |
| 1Y | -15.1% | +52.3% | -67.4% | -27.7% |
| All | -14.7% | +50.3% | -64.9% | -26.9% |
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