+41.5%
CSX vs AMDL
+62.4%
-20.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +22.3% | -25.6% | -3.6% |
| 7D | -5.5% | -26.2% | +20.7% | -5.2% |
| 30D | +4.9% | -57.1% | +62.0% | +5.9% |
| 3M | -2.9% | -29.8% | +27.0% | -3.0% |
| 6M | +8.3% | -22.2% | +30.6% | +6.7% |
| YTD | +36.7% | +142.1% | -105.4% | +26.4% |
| 1Y | +41.5% | +85.8% | -44.3% | +32.1% |
| All | +41.5% | +62.4% | -20.9% | +32.1% |
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