+278.7%
AMD vs CSX
+56.8%
+221.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.2% |
| 7D | +13.1% | -0.3% | +13.4% | +13.6% |
| 30D | -7.0% | +8.7% | -15.6% | -12.4% |
| 3M | +16.6% | +4.2% | +12.4% | +12.5% |
| 6M | +20.5% | +16.7% | +3.8% | +6.2% |
| YTD | +158.2% | +44.5% | +113.7% | +92.3% |
| 1Y | +132.8% | +50.3% | +82.5% | +68.2% |
| 3Y | +366.2% | +76.3% | +289.9% | +177.3% |
| 5Y | +278.7% | +58.1% | +220.5% | +135.3% |
| All | +278.7% | +56.8% | +221.8% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling