+1,111.0%
AMAT vs CSX
+458.8%
+652.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.2% | -12.1% |
| 7D | -24.3% | -2.7% | -21.6% | -22.9% |
| 30D | -39.8% | +7.0% | -46.8% | -42.7% |
| 3M | -40.2% | -0.3% | -39.9% | -40.5% |
| 6M | -22.1% | +13.5% | -35.6% | -29.0% |
| YTD | +24.7% | +41.5% | -16.8% | -1.8% |
| 1Y | +33.3% | +45.8% | -12.5% | +3.0% |
| 3Y | +133.9% | +74.4% | +59.5% | +56.0% |
| 5Y | +117.1% | +53.6% | +63.5% | +57.2% |
| All | +1,111.0% | +458.8% | +652.3% | +553.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling