+126,376.5%
APH vs CSX
+6,505.3%
+119,871.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.8% | -7.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -9.5% | +9.7% | -19.2% | -13.3% |
| 3M | -7.6% | +2.3% | -9.9% | -9.1% |
| 6M | +12.4% | +17.1% | -4.7% | +4.2% |
| YTD | +17.5% | +44.9% | -27.4% | -0.4% |
| 1Y | +16.4% | +47.1% | -30.7% | -2.1% |
| 3Y | +281.6% | +78.6% | +203.1% | +191.6% |
| 5Y | +317.7% | +57.2% | +260.5% | +234.6% |
| 10Y | +967.8% | +479.2% | +488.6% | +390.8% |
| All | +126,376.5% | +6,505.3% | +119,871.2% | +20,794.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling