+54.1%
CSX vs AMT
-19.6%
+73.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | +8.1% | +4.5% | +3.6% | +7.0% |
| 3M | +2.2% | +13.8% | -11.6% | -0.9% |
| 6M | +14.6% | +10.0% | +4.6% | +11.5% |
| YTD | +42.2% | +11.8% | +30.4% | +37.4% |
| 1Y | +47.3% | +10.2% | +37.1% | +42.8% |
| 3Y | +73.5% | +15.1% | +58.4% | +59.8% |
| 5Y | +54.1% | -18.8% | +72.9% | +57.4% |
| All | +54.1% | -19.6% | +73.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling