+67.8%
CSX vs APO
+138.1%
-70.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | -3.1% | +3.5% | -6.5% | -4.1% |
| 3M | +7.2% | +4.5% | +2.6% | +5.4% |
| 6M | +16.2% | +22.8% | -6.6% | +8.9% |
| YTD | +37.5% | -6.5% | +44.0% | +38.4% |
| 1Y | +53.2% | +0.8% | +52.4% | +50.3% |
| 3Y | +68.2% | +62.0% | +6.3% | +39.7% |
| All | +67.8% | +138.1% | -70.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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