+126.7%
AMAT vs XPO
+275.5%
-148.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.1% |
| 7D | -14.7% | -6.7% | -8.1% | -11.9% |
| 30D | -36.1% | -1.9% | -34.2% | -35.6% |
| 3M | -36.9% | -9.9% | -27.0% | -34.0% |
| 6M | -22.2% | -16.4% | -5.8% | -16.0% |
| YTD | +29.9% | +30.2% | -0.3% | +15.3% |
| 1Y | +43.3% | +29.9% | +13.4% | +26.6% |
| 3Y | +142.7% | +122.6% | +20.0% | +55.6% |
| All | +126.7% | +275.5% | -148.8% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling