+203.0%
AMAT vs CSX
+68.2%
+134.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.9% |
| 7D | -1.5% | -3.4% | +1.9% | +0.3% |
| 30D | -14.8% | -3.1% | -11.7% | -13.3% |
| 3M | -9.3% | +7.2% | -16.4% | -12.7% |
| 6M | +27.4% | +16.2% | +11.2% | +17.2% |
| YTD | +77.6% | +37.5% | +40.0% | +50.0% |
| 1Y | +188.9% | +53.2% | +135.7% | +130.2% |
| All | +203.0% | +68.2% | +134.8% | +111.4% |
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