+2,760.1%
CSX vs AMP
+2,123.7%
+636.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 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% | -3.0% |
| 6M | +16.2% | +20.4% | -4.2% | +6.0% |
| YTD | +37.5% | +15.4% | +22.1% | +27.2% |
| 1Y | +53.2% | +11.0% | +42.3% | +43.8% |
| 3Y | +68.2% | +70.5% | -2.2% | +28.3% |
| 5Y | +65.2% | +121.4% | -56.2% | +9.3% |
| 10Y | +504.1% | +575.6% | -71.4% | +127.2% |
| All | +2,760.1% | +2,123.7% | +636.4% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling