+833.6%
CSX vs AMBA
+807.9%
+25.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +2.8% |
| 7D | +0.1% | -8.1% | +8.2% | +1.2% |
| 30D | +9.7% | -10.8% | +20.5% | +11.1% |
| 3M | +2.3% | -25.9% | +28.2% | +5.8% |
| 6M | +17.1% | -13.9% | +30.9% | +16.0% |
| YTD | +44.9% | -14.0% | +58.9% | +42.5% |
| 1Y | +47.1% | -25.7% | +72.8% | +46.8% |
| 3Y | +78.6% | +21.5% | +57.1% | +58.5% |
| 5Y | +57.2% | -68.9% | +126.2% | +60.2% |
| 10Y | +479.2% | +5.2% | +474.0% | +347.7% |
| All | +833.6% | +807.9% | +25.7% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling