+412.6%
CSX vs AGI
+349.0%
+63.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.7% |
| 7D | -2.2% | +17.4% | -19.6% | -2.9% |
| 30D | +6.8% | -0.9% | +7.8% | +6.8% |
| 3M | +0.7% | -1.6% | +2.3% | +0.6% |
| 6M | +13.3% | -24.7% | +38.0% | +14.2% |
| YTD | +40.5% | -15.3% | +55.8% | +40.8% |
| 1Y | +44.7% | +5.5% | +39.2% | +43.7% |
| 3Y | +74.5% | +154.5% | -80.0% | +65.1% |
| 5Y | +52.0% | +310.6% | -258.6% | +39.8% |
| 10Y | +412.6% | +362.7% | +50.0% | +369.0% |
| All | +412.6% | +349.0% | +63.7% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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