+47.3%
CSX vs AMRZ
-14.1%
+61.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | +0.7% | 0.0% | +0.8% | +0.7% |
| 30D | +8.1% | +15.9% | -7.8% | +5.2% |
| 3M | +2.2% | -9.2% | +11.4% | +3.8% |
| 6M | +14.6% | -20.3% | +34.9% | +18.8% |
| YTD | +42.2% | -21.5% | +63.7% | +47.2% |
| 1Y | +47.3% | -12.9% | +60.2% | +47.8% |
| All | +47.3% | -14.1% | +61.4% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling