+43.3%
AMAT vs CSX
+41.0%
+2.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +5.5% |
| 7D | -14.7% | -5.5% | -9.2% | -12.8% |
| 30D | -36.1% | +4.9% | -41.0% | -37.7% |
| 3M | -36.9% | -2.9% | -34.0% | -35.6% |
| 6M | -22.2% | +8.3% | -30.5% | -26.1% |
| YTD | +29.9% | +36.7% | -6.8% | +9.2% |
| 1Y | +43.3% | +41.5% | +1.8% | +17.2% |
| All | +43.3% | +41.0% | +2.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling