+1,059.7%
APH vs CSX
+504.4%
+555.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +5.0% | -3.4% | +8.3% | +6.5% |
| 30D | -3.9% | -3.1% | -0.8% | -2.5% |
| 3M | +13.0% | +7.2% | +5.8% | +8.9% |
| 6M | +25.2% | +16.2% | +9.0% | +15.8% |
| YTD | +22.9% | +37.5% | -14.6% | +5.0% |
| 1Y | +47.8% | +53.2% | -5.4% | +19.4% |
| 3Y | +283.0% | +68.2% | +214.8% | +189.6% |
| 5Y | +349.7% | +65.2% | +284.4% | +240.0% |
| All | +1,059.7% | +504.4% | +555.4% | +549.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling