+58.3%
CSX vs AMP
+80.8%
-22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.1% |
| 7D | +6.0% | +3.9% | +2.0% | +4.3% |
| 30D | +7.8% | +5.1% | +2.7% | +5.6% |
| 3M | +4.1% | -8.7% | +12.8% | +7.8% |
| 6M | +17.9% | +11.4% | +6.5% | +11.9% |
| YTD | +44.9% | +7.3% | +37.6% | +38.6% |
| 1Y | +51.1% | +14.6% | +36.6% | +40.2% |
| 3Y | +78.3% | +61.2% | +17.0% | +39.5% |
| All | +58.3% | +80.8% | -22.6% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling