+61.4%
AMAT vs XPO
+38.8%
+22.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | -11.2% | +3.5% | -14.7% | -12.8% |
| 30D | -31.9% | +2.8% | -34.7% | -33.1% |
| 3M | -32.3% | -7.5% | -24.9% | -30.0% |
| 6M | -5.4% | -5.9% | +0.5% | -2.4% |
| YTD | +44.3% | +38.4% | +5.9% | +32.2% |
| 1Y | +61.4% | +33.7% | +27.7% | +49.0% |
| All | +61.4% | +38.8% | +22.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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