+930.0%
APH vs CSX
+415.8%
+514.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | +4.9% | +6.0% | -1.1% | +2.2% |
| 30D | -5.4% | +7.8% | -13.2% | -9.1% |
| 3M | -5.5% | +4.1% | -9.6% | -7.8% |
| 6M | +25.9% | +17.9% | +8.0% | +15.2% |
| YTD | +16.4% | +44.9% | -28.5% | -3.7% |
| 1Y | +16.5% | +51.1% | -34.7% | -5.6% |
| 3Y | +270.9% | +78.3% | +192.6% | +170.6% |
| 5Y | +289.5% | +58.1% | +231.4% | +198.2% |
| All | +930.0% | +415.8% | +514.2% | +508.2% |
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