+132.8%
AMAT vs CSX
+74.3%
+58.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.2% | -12.5% |
| 7D | -24.3% | -2.7% | -21.6% | -23.2% |
| 30D | -39.8% | +7.0% | -46.8% | -41.9% |
| 3M | -40.2% | -0.3% | -39.9% | -40.1% |
| 6M | -22.1% | +13.5% | -35.6% | -27.5% |
| YTD | +24.7% | +41.5% | -16.8% | +3.3% |
| 1Y | +33.3% | +45.8% | -12.5% | +8.7% |
| All | +132.8% | +74.3% | +58.6% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling