+47.1%
CSX vs AMDL
+108.7%
-61.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | +0.1% | -30.7% | +30.9% | +0.4% |
| 30D | +9.7% | -43.8% | +53.5% | +10.4% |
| 3M | +2.3% | -24.5% | +26.8% | +2.2% |
| 6M | +17.1% | +44.7% | -27.6% | +13.5% |
| YTD | +44.9% | +204.0% | -159.1% | +33.9% |
| 1Y | +47.1% | +109.1% | -62.0% | +37.6% |
| All | +47.1% | +108.7% | -61.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling