+16.2%
CSX vs AHR
+6.0%
+10.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | -3.1% | -1.4% | -1.7% | -2.8% |
| 3M | +7.2% | +18.6% | -11.4% | +0.3% |
| 6M | +16.2% | +6.6% | +9.6% | +12.7% |
| All | +16.2% | +6.0% | +10.1% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling