+482.4%
CSX vs AMP
+574.4%
-92.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | -2.3% | +0.8% | -3.1% | -2.7% |
| 3M | +4.3% | +24.3% | -20.0% | -6.6% |
| 6M | +23.4% | +20.6% | +2.8% | +11.6% |
| YTD | +36.4% | +14.6% | +21.8% | +25.7% |
| 1Y | +53.0% | +14.5% | +38.5% | +40.7% |
| 3Y | +70.6% | +67.9% | +2.7% | +27.1% |
| 5Y | +65.5% | +122.5% | -57.0% | +3.5% |
| 10Y | +482.4% | +573.3% | -90.9% | +99.6% |
| All | +482.4% | +574.4% | -92.0% | +99.6% |
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