+780.1%
CSX vs AMCR
+100.2%
+679.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | -3.1% | -4.1% | +1.0% | -1.8% |
| 3M | +7.2% | +21.7% | -14.5% | 0.0% |
| 6M | +16.2% | +1.5% | +14.7% | +14.6% |
| YTD | +37.5% | +13.1% | +24.4% | +30.4% |
| 1Y | +53.2% | +13.0% | +40.2% | +45.0% |
| 3Y | +68.2% | +6.9% | +61.3% | +60.1% |
| 5Y | +65.2% | -10.5% | +75.7% | +66.2% |
| 10Y | +504.1% | +20.9% | +483.3% | +420.5% |
| All | +780.1% | +100.2% | +679.9% | +646.9% |
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