+5,710.3%
AMD vs CSX
+458.8%
+5,251.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -14.9% | -15.9% |
| 7D | -28.6% | -2.7% | -25.9% | -27.3% |
| 30D | -37.7% | +7.0% | -44.7% | -40.3% |
| 3M | -16.1% | -0.3% | -15.8% | -16.5% |
| 6M | +13.8% | +13.5% | +0.3% | +4.6% |
| YTD | +88.8% | +41.5% | +47.3% | +51.5% |
| 1Y | +57.8% | +45.8% | +12.0% | +24.4% |
| 3Y | +260.3% | +74.4% | +185.9% | +149.7% |
| 5Y | +196.6% | +53.6% | +143.0% | +121.5% |
| All | +5,710.3% | +458.8% | +5,251.6% | +3,964.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling