+567.5%
CSX vs AMC
-97.8%
+665.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.5% | +10.2% | -2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +7.0% | +4.4% | +2.6% | +6.9% |
| 3M | -0.3% | +15.4% | -15.7% | -0.7% |
| 6M | +13.5% | +93.7% | -80.2% | +11.4% |
| YTD | +41.5% | +97.4% | -55.9% | +38.5% |
| 1Y | +45.8% | +23.2% | +22.6% | +44.1% |
| 3Y | +74.4% | -71.3% | +145.6% | +75.2% |
| 5Y | +53.6% | -99.3% | +152.9% | +60.6% |
| 10Y | +465.6% | -98.7% | +564.4% | +471.0% |
| All | +567.5% | -97.8% | +665.3% | +508.8% |
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