+412.6%
CSX vs AME
+465.0%
-52.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | -0.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | +6.8% | -4.2% | +11.0% | +8.9% |
| 3M | +0.7% | -5.9% | +6.6% | +3.7% |
| 6M | +13.3% | +2.8% | +10.4% | +8.9% |
| YTD | +40.5% | +16.6% | +24.0% | +23.0% |
| 1Y | +44.7% | +22.1% | +22.6% | +22.3% |
| 3Y | +74.5% | +64.7% | +9.8% | +14.4% |
| 5Y | +52.0% | +76.6% | -24.6% | -6.9% |
| 10Y | +412.6% | +443.9% | -31.2% | +47.4% |
| All | +412.6% | +465.0% | -52.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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