+1,738.6%
CSX vs AG
+287.4%
+1,451.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +7.0% | -15.1% | +22.1% | +8.5% |
| 3M | -0.3% | -15.4% | +15.1% | +0.9% |
| 6M | +13.5% | -21.9% | +35.4% | +14.9% |
| YTD | +41.5% | -10.4% | +51.9% | +39.7% |
| 1Y | +45.8% | +39.8% | +5.9% | +37.2% |
| 3Y | +74.4% | +209.5% | -135.2% | +45.0% |
| 5Y | +53.6% | +12.5% | +41.1% | +37.8% |
| 10Y | +465.6% | +79.5% | +386.2% | +333.2% |
| All | +1,738.6% | +287.4% | +1,451.1% | +738.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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