+84.0%
AMD vs CSX
+41.3%
+42.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.4% | +14.4% | +11.6% |
| 7D | -11.0% | -5.5% | -5.5% | -9.9% |
| 30D | -30.5% | +4.9% | -35.4% | -31.2% |
| 3M | -8.2% | -2.9% | -5.4% | -6.4% |
| 6M | +6.6% | +8.3% | -1.8% | +2.5% |
| YTD | +109.7% | +36.7% | +72.9% | +69.1% |
| All | +84.0% | +41.3% | +42.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling