+824.4%
CSX vs AMCR
+103.0%
+721.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -0.3% | -8.5% | +8.2% | +2.7% |
| 30D | +8.7% | +6.8% | +1.9% | +6.3% |
| 3M | +4.2% | -5.0% | +9.2% | +5.8% |
| 6M | +16.7% | +13.9% | +2.8% | +11.0% |
| YTD | +44.5% | +11.2% | +33.3% | +37.6% |
| 1Y | +50.3% | +11.3% | +39.0% | +43.0% |
| 3Y | +76.3% | +15.4% | +60.9% | +63.5% |
| 5Y | +58.1% | -7.7% | +65.9% | +57.4% |
| 10Y | +416.4% | +20.2% | +396.2% | +342.1% |
| All | +824.4% | +103.0% | +721.5% | +679.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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