+2,904.3%
CSX vs AMP
+1,970.1%
+934.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | +8.7% | +4.4% | +4.3% | +6.6% |
| 3M | +4.2% | -7.3% | +11.5% | +7.5% |
| 6M | +16.7% | +12.9% | +3.8% | +9.7% |
| YTD | +44.5% | +7.5% | +37.0% | +37.7% |
| 1Y | +50.3% | +13.3% | +36.9% | +39.8% |
| 3Y | +76.3% | +60.8% | +15.5% | +37.9% |
| 5Y | +58.1% | +82.7% | -24.5% | +14.0% |
| 10Y | +416.4% | +468.7% | -52.3% | +109.9% |
| All | +2,904.3% | +1,970.1% | +934.2% | +575.1% |
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 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