+38.0%
CSX vs AHR
+395.3%
-357.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -3.9% |
| 7D | -5.5% | +8.2% | -13.7% | -6.8% |
| 30D | +4.9% | +17.3% | -12.4% | +2.0% |
| 3M | -2.9% | +6.4% | -9.2% | -4.1% |
| 6M | +8.3% | +16.9% | -8.5% | +5.0% |
| YTD | +36.7% | +24.9% | +11.8% | +31.0% |
| 1Y | +41.5% | +23.3% | +18.2% | +35.7% |
| All | +38.0% | +395.3% | -357.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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