+504.6%
CSX vs AMT
+96.2%
+408.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | +4.6% | -7.7% | -4.6% |
| 3M | +7.2% | -8.4% | +15.6% | +9.8% |
| 6M | +16.2% | -6.0% | +22.2% | +17.7% |
| YTD | +37.5% | +2.1% | +35.4% | +35.1% |
| 1Y | +53.2% | -6.4% | +59.6% | +54.8% |
| 3Y | +68.2% | +8.1% | +60.2% | +55.5% |
| 5Y | +65.2% | -31.9% | +97.2% | +81.0% |
| All | +504.6% | +96.2% | +408.3% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling