+55.0%
CSX vs AMRZ
-13.6%
+68.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | -3.1% | -16.9% | +13.9% | -0.5% |
| 3M | +7.2% | -19.2% | +26.4% | +10.5% |
| 6M | +16.2% | -29.3% | +45.5% | +21.8% |
| YTD | +37.5% | -18.0% | +55.5% | +41.5% |
| 1Y | +53.2% | -15.1% | +68.3% | +56.3% |
| All | +55.0% | -13.6% | +68.6% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling