+137,736.4%
AMAT vs CSX
+10,217.9%
+127,518.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.9% |
| 7D | -1.5% | -3.4% | +1.9% | +0.2% |
| 30D | -14.8% | -3.1% | -11.7% | -13.5% |
| 3M | -9.3% | +7.2% | -16.4% | -12.4% |
| 6M | +27.4% | +16.2% | +11.2% | +18.3% |
| YTD | +77.6% | +37.5% | +40.0% | +51.7% |
| 1Y | +188.9% | +53.2% | +135.7% | +134.0% |
| 3Y | +202.3% | +68.2% | +134.1% | +131.1% |
| 5Y | +248.9% | +65.2% | +183.7% | +170.9% |
| 10Y | +1,585.2% | +504.1% | +1,081.1% | +624.1% |
| All | +137,736.4% | +10,217.9% | +127,518.5% | +13,237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling