+1,315.3%
AMAT vs CSX
+436.1%
+879.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.8% | +8.6% | +9.6% |
| 7D | -1.1% | -2.2% | +1.1% | +0.4% |
| 30D | -26.9% | +6.8% | -33.7% | -30.4% |
| 3M | -31.2% | +0.7% | -31.9% | -32.0% |
| 6M | -14.7% | +13.3% | -28.0% | -22.3% |
| YTD | +44.7% | +40.5% | +4.2% | +14.3% |
| 1Y | +62.0% | +44.7% | +17.3% | +25.6% |
| 3Y | +165.0% | +74.5% | +90.5% | +76.1% |
| 5Y | +147.1% | +52.0% | +95.1% | +79.7% |
| 10Y | +1,315.3% | +412.6% | +902.6% | +627.6% |
| All | +1,315.3% | +436.1% | +879.2% | +627.6% |
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