+74.5%
CSX vs AME
+58.2%
+16.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | +0.2% |
| 7D | -2.7% | -11.4% | +8.7% | +2.2% |
| 30D | +7.0% | -12.1% | +19.1% | +12.6% |
| 3M | -0.3% | -12.3% | +12.0% | +4.9% |
| 6M | +13.5% | -4.6% | +18.2% | +14.2% |
| YTD | +41.5% | +9.1% | +32.4% | +33.1% |
| 1Y | +45.8% | +13.3% | +32.5% | +34.5% |
| All | +74.5% | +58.2% | +16.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling