+412.6%
CSX vs AMP
+585.0%
-172.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.0% |
| 7D | -2.2% | +3.1% | -5.3% | -3.7% |
| 30D | +6.8% | +3.9% | +2.9% | +4.8% |
| 3M | +0.7% | -5.8% | +6.5% | +3.3% |
| 6M | +13.3% | +12.1% | +1.2% | +6.2% |
| YTD | +40.5% | +7.1% | +33.4% | +33.5% |
| 1Y | +44.7% | +14.2% | +30.5% | +33.0% |
| 3Y | +74.5% | +62.5% | +12.0% | +31.6% |
| 5Y | +52.0% | +82.6% | -30.6% | +4.8% |
| 10Y | +412.6% | +515.9% | -103.3% | +90.2% |
| All | +412.6% | +585.0% | -172.3% | +90.2% |
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