+9,714.3%
CSX vs AFL
+19,983.6%
-10,269.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.8% |
| 7D | -5.5% | +0.1% | -5.7% | -5.6% |
| 30D | +4.9% | +10.0% | -5.1% | +1.7% |
| 3M | -2.9% | -1.6% | -1.3% | -2.4% |
| 6M | +8.3% | +10.5% | -2.2% | +4.6% |
| YTD | +36.7% | +14.3% | +22.5% | +30.4% |
| 1Y | +41.5% | +11.4% | +30.1% | +36.1% |
| 3Y | +68.6% | +62.4% | +6.2% | +41.4% |
| 5Y | +48.4% | +144.8% | -96.3% | +7.8% |
| 10Y | +446.6% | +356.2% | +90.4% | +219.8% |
| All | +9,714.3% | +19,983.6% | -10,269.3% | +2,233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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