+67.8%
CSX vs AME
+82.5%
-14.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | 0.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.7% |
| 30D | -3.1% | -6.7% | +3.6% | +0.7% |
| 3M | +7.2% | +4.1% | +3.1% | +4.2% |
| 6M | +16.2% | +1.6% | +14.6% | +14.4% |
| YTD | +37.5% | +16.1% | +21.4% | +24.9% |
| 1Y | +53.2% | +27.3% | +25.9% | +31.2% |
| 3Y | +68.2% | +50.9% | +17.4% | +26.7% |
| All | +67.8% | +82.5% | -14.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling