+1,315.3%
AMAT vs XPO
+1,421.2%
-105.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.3% | +5.1% | +8.7% |
| 7D | -1.1% | -1.9% | +0.9% | +0.2% |
| 30D | -26.9% | +2.5% | -29.4% | -27.7% |
| 3M | -31.2% | -7.2% | -24.0% | -29.0% |
| 6M | -14.7% | -8.1% | -6.7% | -11.5% |
| YTD | +44.7% | +38.3% | +6.4% | +25.1% |
| 1Y | +62.0% | +33.6% | +28.4% | +41.6% |
| 3Y | +165.0% | +133.1% | +31.9% | +70.2% |
| 5Y | +147.1% | +308.9% | -161.8% | +15.5% |
| 10Y | +1,315.3% | +1,371.8% | -56.5% | +362.4% |
| All | +1,315.3% | +1,421.2% | -105.9% | +362.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling