+883.4%
APH vs CSX
+440.0%
+443.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +5.6% |
| 7D | -5.9% | -5.5% | -0.4% | -3.7% |
| 30D | -14.8% | +4.9% | -19.7% | -17.2% |
| 3M | -12.4% | -2.9% | -9.6% | -11.9% |
| 6M | +8.1% | +8.3% | -0.3% | +2.8% |
| YTD | +10.9% | +36.7% | -25.8% | -5.8% |
| 1Y | +8.8% | +41.5% | -32.7% | -9.2% |
| 3Y | +262.1% | +68.6% | +193.4% | +171.2% |
| 5Y | +283.1% | +48.4% | +234.7% | +202.0% |
| All | +883.4% | +440.0% | +443.4% | +501.6% |
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 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