+74.7%
CSX vs AMP
+72.3%
+2.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | +7.2% | +23.6% | -16.4% | -1.3% |
| 6M | +16.2% | +20.4% | -4.2% | +7.8% |
| YTD | +37.5% | +15.4% | +22.1% | +28.9% |
| 1Y | +53.2% | +11.0% | +42.3% | +45.9% |
| All | +74.7% | +72.3% | +2.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling