+140.1%
AMT vs CASY
+550.0%
-409.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.2% | +2.5% | -4.6% | -2.7% |
| 30D | +5.8% | +10.2% | -4.4% | +3.3% |
| 3M | +12.6% | -15.7% | +28.3% | +16.6% |
| 6M | +8.3% | -18.4% | +26.7% | +12.2% |
| YTD | +11.4% | +28.3% | -16.9% | +2.0% |
| 1Y | +7.7% | +32.6% | -24.8% | -2.4% |
| 3Y | +14.8% | +159.5% | -144.7% | -16.0% |
| 5Y | -18.0% | +263.9% | -281.9% | -46.8% |
| All | +140.1% | +550.0% | -409.9% | +37.9% |
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 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