+1,431.6%
AMT vs CASY
+5,612.4%
-4,180.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +13.6% | +8.7% | +4.9% | +10.9% |
| 3M | +11.5% | -17.3% | +28.8% | +16.7% |
| 6M | +6.9% | -19.7% | +26.7% | +11.7% |
| YTD | +10.8% | +24.8% | -14.0% | +1.5% |
| 1Y | +10.3% | +31.9% | -21.6% | -0.8% |
| 3Y | +12.4% | +155.4% | -143.0% | -18.7% |
| 5Y | -20.1% | +250.6% | -270.6% | -48.1% |
| 10Y | +116.8% | +556.8% | -440.0% | +12.4% |
| All | +1,431.6% | +5,612.4% | -4,180.8% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling