+133.5%
AMT vs CASY
+565.2%
-431.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -2.4% | +5.8% | -8.2% | -3.6% |
| 30D | +4.2% | +10.7% | -6.5% | +1.7% |
| 3M | +13.4% | -13.9% | +27.3% | +16.8% |
| 6M | +9.4% | -18.4% | +27.8% | +13.4% |
| YTD | +11.7% | +29.6% | -18.0% | +2.1% |
| 1Y | +7.1% | +32.8% | -25.7% | -2.9% |
| 3Y | +15.1% | +162.3% | -147.2% | -15.8% |
| 5Y | -17.9% | +265.0% | -282.9% | -46.6% |
| 10Y | +133.5% | +555.4% | -421.8% | +35.2% |
| All | +133.5% | +565.2% | -431.6% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling