+504.6%
CSX vs AMBA
-7.1%
+511.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -3.4% | -11.0% | +7.6% | -1.8% |
| 30D | -3.1% | -23.2% | +20.1% | +0.5% |
| 3M | +7.2% | -12.7% | +19.9% | +7.2% |
| 6M | +16.2% | +11.2% | +5.0% | +10.6% |
| YTD | +37.5% | -11.2% | +48.8% | +35.0% |
| 1Y | +53.2% | -22.5% | +75.8% | +51.9% |
| 3Y | +68.2% | -1.3% | +69.6% | +52.4% |
| 5Y | +65.2% | -54.2% | +119.4% | +57.0% |
| All | +504.6% | -7.1% | +511.6% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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