+453.5%
APH vs CSX
+504.4%
-50.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -46.7% |
| 7D | -48.7% | -3.9% | -44.8% | -47.3% |
| 30D | -51.9% | -3.1% | -48.9% | -50.8% |
| 3M | -43.6% | +7.2% | -50.7% | -45.0% |
| 6M | -37.5% | +16.2% | -53.7% | -41.6% |
| YTD | -38.6% | +37.5% | -76.2% | -47.1% |
| 1Y | -26.3% | +53.2% | -79.6% | -39.9% |
| 3Y | +89.2% | +68.2% | +21.0% | +44.5% |
| 5Y | +119.8% | +65.2% | +54.6% | +67.9% |
| All | +453.5% | +504.4% | -50.8% | +212.5% |
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