+2,652.7%
CSX vs AMT
+1,473.8%
+1,178.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.7% | +4.4% | -7.1% | -3.5% |
| 30D | +7.0% | +17.7% | -10.7% | +3.6% |
| 3M | -0.3% | +16.7% | -17.0% | -3.4% |
| 6M | +13.5% | +11.1% | +2.4% | +10.7% |
| YTD | +41.5% | +13.9% | +27.6% | +37.1% |
| 1Y | +45.8% | +12.5% | +33.2% | +41.5% |
| 3Y | +74.4% | +13.2% | +61.2% | +67.1% |
| 5Y | +53.6% | -17.9% | +71.5% | +55.2% |
| 10Y | +465.6% | +122.8% | +342.8% | +376.9% |
| All | +2,652.7% | +1,473.8% | +1,178.9% | +1,555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling