+44.5%
CSX vs AMDL
+102.5%
-58.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.9% | -0.1% |
| 7D | +6.0% | +37.2% | -31.2% | +4.7% |
| 30D | +7.8% | -24.0% | +31.8% | +8.0% |
| 3M | +4.1% | -1.0% | +5.1% | +2.8% |
| 6M | +17.9% | -3.2% | +21.1% | +14.7% |
| YTD | +44.9% | +232.2% | -187.3% | +29.8% |
| 1Y | +51.1% | +137.7% | -86.6% | +37.6% |
| All | +44.5% | +102.5% | -58.0% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling