+15.1%
AMT vs CASY
+156.4%
-141.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.6% | +5.0% | -3.3% | +1.2% |
| 30D | +4.5% | +8.2% | -3.7% | +3.7% |
| 3M | +13.8% | -18.2% | +32.0% | +15.9% |
| 6M | +10.0% | -18.6% | +28.6% | +12.1% |
| YTD | +11.8% | +26.8% | -15.0% | +7.0% |
| 1Y | +10.2% | +31.6% | -21.4% | +4.9% |
| 3Y | +15.1% | +156.5% | -141.4% | -1.1% |
| All | +15.1% | +156.4% | -141.2% | -1.1% |
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