+203.0%
AMAT vs XPO
+155.9%
+47.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.6% |
| 7D | -1.5% | +2.4% | -3.9% | -2.4% |
| 30D | -14.8% | -3.5% | -11.3% | -13.6% |
| 3M | -9.3% | -11.9% | +2.7% | -4.8% |
| 6M | +27.4% | -10.0% | +37.4% | +32.1% |
| YTD | +77.6% | +42.1% | +35.5% | +57.4% |
| 1Y | +188.9% | +47.6% | +141.3% | +150.3% |
| All | +203.0% | +155.9% | +47.1% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling