+1,473.8%
AMT vs CASY
+5,628.1%
-4,154.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +4.4% | +1.8% | +2.5% | +3.8% |
| 30D | +17.7% | +11.2% | +6.5% | +14.2% |
| 3M | +16.7% | -19.1% | +35.7% | +22.8% |
| 6M | +11.1% | -19.9% | +31.0% | +16.2% |
| YTD | +13.9% | +25.2% | -11.3% | +4.2% |
| 1Y | +12.5% | +31.6% | -19.1% | +1.2% |
| 3Y | +13.2% | +155.4% | -142.2% | -18.2% |
| 5Y | -17.9% | +251.5% | -269.4% | -46.7% |
| 10Y | +122.8% | +558.6% | -435.8% | +15.4% |
| All | +1,473.8% | +5,628.1% | -4,154.3% | +214.5% |
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