+45.6%
CSX vs AMDL
+127.5%
-81.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +26.8% | -24.0% | +2.4% |
| 7D | -2.2% | +10.3% | -12.5% | -2.3% |
| 30D | +6.8% | -38.3% | +45.1% | +7.3% |
| 3M | +0.7% | -8.7% | +9.4% | +0.2% |
| 6M | +13.3% | -14.4% | +27.6% | +11.7% |
| YTD | +40.5% | +206.9% | -166.4% | +29.0% |
| All | +45.6% | +127.5% | -81.9% | +35.7% |
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