+41.5%
CSX vs APTV
-52.5%
+94.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.0% |
| 7D | -5.5% | -10.2% | +4.7% | -4.6% |
| 30D | +4.9% | -10.8% | +15.7% | +6.0% |
| 3M | -2.9% | -14.8% | +12.0% | -1.6% |
| 6M | +8.3% | -30.6% | +38.9% | +10.1% |
| YTD | +36.7% | -48.2% | +84.9% | +43.3% |
| 1Y | +41.5% | -52.0% | +93.5% | +51.9% |
| All | +41.5% | -52.5% | +94.0% | +51.9% |
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