+111,876.4%
AMAT vs CSX
+10,769.2%
+101,107.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.5% |
| 7D | -11.2% | +0.1% | -11.3% | -11.3% |
| 30D | -31.9% | +9.7% | -41.6% | -35.3% |
| 3M | -32.3% | +2.3% | -34.6% | -33.6% |
| 6M | -5.4% | +17.1% | -22.5% | -13.1% |
| YTD | +44.3% | +44.9% | -0.6% | +19.3% |
| 1Y | +61.4% | +47.1% | +14.3% | +32.5% |
| 3Y | +170.6% | +78.6% | +92.0% | +99.7% |
| 5Y | +156.4% | +57.2% | +99.2% | +102.4% |
| 10Y | +1,356.4% | +479.2% | +877.2% | +532.0% |
| All | +111,876.4% | +10,769.2% | +101,107.2% | +10,385.5% |
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