-17.9%
AMT vs CASY
+265.4%
-283.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -2.4% | +5.8% | -8.2% | -3.3% |
| 30D | +4.2% | +10.7% | -6.5% | +2.4% |
| 3M | +13.4% | -13.9% | +27.3% | +16.0% |
| 6M | +9.4% | -18.4% | +27.8% | +12.7% |
| YTD | +11.7% | +29.6% | -18.0% | +3.7% |
| 1Y | +7.1% | +32.8% | -25.7% | -1.2% |
| 3Y | +15.1% | +162.3% | -147.2% | -12.4% |
| 5Y | -17.9% | +265.0% | -282.9% | -46.0% |
| All | -17.9% | +265.4% | -283.3% | -46.0% |
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