+792.8%
CSX vs APTV
+194.6%
+598.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.1% |
| 7D | -3.4% | +4.8% | -8.2% | -4.8% |
| 30D | -3.1% | +2.0% | -5.1% | -3.9% |
| 3M | +7.2% | -34.2% | +41.4% | +20.7% |
| 6M | +16.2% | -34.7% | +50.8% | +29.6% |
| YTD | +37.5% | -37.0% | +74.5% | +54.5% |
| 1Y | +53.2% | -40.4% | +93.6% | +74.7% |
| 3Y | +68.2% | -54.1% | +122.3% | +101.1% |
| 5Y | +65.2% | -68.0% | +133.2% | +114.8% |
| 10Y | +504.1% | -15.5% | +519.7% | +384.5% |
| All | +792.8% | +194.6% | +598.2% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling