-31.3%
AMT vs CASY
+276.6%
-307.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +4.6% | -11.3% | +16.0% | +6.7% |
| 3M | -8.4% | -0.6% | -7.8% | -8.9% |
| 6M | -6.0% | +10.7% | -16.7% | -9.0% |
| YTD | +2.1% | +37.1% | -35.0% | -5.5% |
| 1Y | -6.4% | +52.3% | -58.7% | -15.5% |
| 3Y | +8.1% | +215.2% | -207.1% | -20.3% |
| All | -31.3% | +276.6% | -307.9% | -54.6% |
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