+48.2%
CSX vs AMC
-99.3%
+147.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -5.5% | +2.6% | -8.1% | -5.6% |
| 30D | +4.9% | +9.0% | -4.1% | +4.6% |
| 3M | -2.9% | +22.2% | -25.0% | -3.7% |
| 6M | +8.3% | +91.5% | -83.1% | +4.6% |
| YTD | +36.7% | +101.3% | -64.5% | +31.3% |
| 1Y | +41.5% | +20.8% | +20.7% | +38.6% |
| 3Y | +68.6% | -71.3% | +139.9% | +71.5% |
| All | +48.2% | -99.3% | +147.5% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling