+583.5%
CSX vs AMC
-97.4%
+681.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.3% | -4.7% | +2.5% |
| 7D | +0.1% | +17.7% | -17.6% | -0.2% |
| 30D | +9.7% | +26.2% | -16.4% | +9.2% |
| 3M | +2.3% | +31.3% | -29.1% | +1.6% |
| 6M | +17.1% | +142.8% | -125.7% | +14.3% |
| YTD | +44.9% | +125.6% | -80.7% | +41.5% |
| 1Y | +47.1% | +40.2% | +6.9% | +45.0% |
| 3Y | +78.6% | -67.2% | +145.7% | +78.9% |
| 5Y | +57.2% | -99.1% | +156.3% | +63.8% |
| 10Y | +479.2% | -98.5% | +577.7% | +483.2% |
| All | +583.5% | -97.4% | +681.0% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling