+416.4%
CSX vs APTV
-26.5%
+442.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | -8.9% | +8.6% | +2.4% |
| 30D | +8.7% | -9.5% | +18.2% | +11.8% |
| 3M | +4.2% | -20.6% | +24.8% | +11.0% |
| 6M | +16.7% | -28.9% | +45.6% | +26.0% |
| YTD | +44.5% | -48.2% | +92.7% | +70.2% |
| 1Y | +50.3% | -51.7% | +102.0% | +80.7% |
| 3Y | +76.3% | -48.1% | +124.4% | +98.9% |
| 5Y | +58.1% | -76.7% | +134.8% | +125.2% |
| 10Y | +416.4% | -25.6% | +442.0% | +370.3% |
| All | +416.4% | -26.5% | +442.9% | +370.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling