+247.7%
APH vs CSX
+74.3%
+173.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.7% |
| 7D | -12.7% | -2.7% | -10.0% | -12.1% |
| 30D | -19.2% | +7.0% | -26.2% | -20.9% |
| 3M | -16.7% | -0.3% | -16.4% | -16.7% |
| 6M | +5.1% | +13.5% | -8.4% | +0.1% |
| YTD | +6.6% | +41.5% | -34.9% | -6.6% |
| 1Y | +3.9% | +45.8% | -41.9% | -9.9% |
| All | +247.7% | +74.3% | +173.5% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling