+188.9%
AMAT vs XPO
+53.4%
+135.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.4% |
| 7D | -1.5% | +2.4% | -3.9% | -2.5% |
| 30D | -14.8% | -3.5% | -11.3% | -13.4% |
| 3M | -9.3% | -11.9% | +2.7% | -4.7% |
| 6M | +27.4% | -10.0% | +37.4% | +31.3% |
| YTD | +77.6% | +42.1% | +35.5% | +67.8% |
| 1Y | +188.9% | +47.6% | +141.3% | +176.5% |
| All | +188.9% | +53.4% | +135.5% | +176.5% |
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