+53.2%
CSX vs APTV
-39.9%
+93.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -3.4% | +4.8% | -8.2% | -3.7% |
| 30D | -3.1% | +2.0% | -5.1% | -3.2% |
| 3M | +7.2% | -34.2% | +41.4% | +11.6% |
| 6M | +16.2% | -34.7% | +50.8% | +20.9% |
| YTD | +37.5% | -37.0% | +74.5% | +42.5% |
| 1Y | +53.2% | -40.4% | +93.6% | +57.9% |
| All | +53.2% | -39.9% | +93.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling