+41.1%
CSX vs AMDL
+20.7%
+20.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -34.9% | +32.5% | -1.2% |
| 7D | -2.7% | -52.7% | +50.0% | -0.6% |
| 30D | +7.0% | -65.3% | +72.3% | +10.3% |
| 3M | -0.3% | -40.8% | +40.5% | +0.3% |
| 6M | +13.5% | -12.9% | +26.4% | +10.0% |
| YTD | +41.5% | +98.0% | -56.5% | +29.3% |
| 1Y | +45.8% | +30.1% | +15.6% | +35.7% |
| All | +41.1% | +20.7% | +20.5% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling