+41.8%
CSX vs AMDL
+92.1%
-50.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | +0.7% | +5.4% | -4.7% | +0.2% |
| 30D | +8.1% | -36.6% | +44.7% | +9.0% |
| 3M | +2.2% | -1.0% | +3.2% | +0.9% |
| 6M | +14.6% | -12.1% | +26.7% | +12.0% |
| YTD | +42.2% | +215.1% | -172.9% | +27.8% |
| 1Y | +47.3% | +130.4% | -83.1% | +34.2% |
| All | +41.8% | +92.1% | -50.2% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling