+147.1%
AMAT vs XPO
+306.2%
-159.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.7% |
| 7D | +11.4% | +9.0% | +2.4% | +7.4% |
| 30D | -17.0% | +4.2% | -21.2% | -18.5% |
| 3M | -30.6% | -8.7% | -22.0% | -27.9% |
| 6M | -14.9% | -2.8% | -12.2% | -13.8% |
| YTD | +44.7% | +41.9% | +2.8% | +23.8% |
| 1Y | +66.9% | +42.3% | +24.6% | +41.9% |
| 3Y | +153.3% | +127.3% | +26.0% | +61.5% |
| All | +147.1% | +306.2% | -159.1% | +1.1% |
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