+6,642.4%
ABT vs CSX
+10,217.9%
-3,575.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.7% | -3.4% | -0.3% | -2.9% |
| 30D | +2.5% | -3.1% | +5.6% | +3.2% |
| 3M | +20.2% | +7.2% | +13.0% | +18.2% |
| 6M | -2.9% | +16.2% | -19.1% | -6.5% |
| YTD | -11.9% | +37.5% | -49.5% | -18.5% |
| 1Y | -16.5% | +53.2% | -69.8% | -24.7% |
| 3Y | +12.1% | +68.2% | -56.1% | -2.1% |
| 5Y | -7.4% | +65.2% | -72.6% | -19.2% |
| 10Y | +210.7% | +504.1% | -293.4% | +100.4% |
| All | +6,642.4% | +10,217.9% | -3,575.5% | +1,755.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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