+504.6%
CSX vs AMC
-98.9%
+603.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +0.8% |
| 7D | -3.4% | +2.3% | -5.7% | -3.4% |
| 30D | -3.1% | -0.7% | -2.3% | -3.1% |
| 3M | +7.2% | +35.2% | -28.0% | +6.3% |
| 6M | +16.2% | +124.6% | -108.4% | +14.0% |
| YTD | +37.5% | +69.9% | -32.3% | +35.5% |
| 1Y | +53.2% | -2.6% | +55.8% | +52.4% |
| 3Y | +68.2% | -79.8% | +148.0% | +69.5% |
| 5Y | +65.2% | -99.4% | +164.6% | +71.7% |
| All | +504.6% | -98.9% | +603.4% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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