+427.3%
CSX vs AME
+442.8%
-15.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -5.1% |
| 7D | -5.5% | -5.2% | -0.4% | -2.5% |
| 30D | +4.9% | -8.0% | +13.0% | +10.1% |
| 3M | -2.9% | -8.9% | +6.1% | +2.2% |
| 6M | +8.3% | -5.0% | +13.3% | +10.1% |
| YTD | +36.7% | +11.9% | +24.9% | +23.0% |
| 1Y | +41.5% | +16.6% | +24.9% | +23.4% |
| 3Y | +68.6% | +62.5% | +6.1% | +11.2% |
| 5Y | +48.4% | +67.6% | -19.2% | -5.8% |
| All | +427.3% | +442.8% | -15.5% | +46.9% |
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