+418.4%
CSX vs AMP
+452.8%
-34.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.6% |
| 7D | +3.1% | +1.2% | +1.9% | +2.5% |
| 30D | +9.7% | +4.4% | +5.3% | +7.4% |
| 3M | +4.9% | -8.8% | +13.7% | +9.4% |
| 6M | +18.4% | +9.9% | +8.4% | +12.0% |
| YTD | +45.9% | +6.1% | +39.8% | +39.1% |
| 1Y | +50.0% | +10.6% | +39.4% | +40.0% |
| 3Y | +78.0% | +58.8% | +19.2% | +35.6% |
| 5Y | +59.2% | +79.0% | -19.8% | +10.7% |
| All | +418.4% | +452.8% | -34.4% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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