-22.2%
AMAT vs XPO
-16.5%
-5.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.0% |
| 7D | -14.7% | -6.7% | -8.1% | -10.2% |
| 30D | -36.1% | -1.9% | -34.2% | -35.4% |
| 3M | -36.9% | -9.9% | -27.0% | -31.7% |
| 6M | -22.2% | -16.4% | -5.8% | -11.8% |
| All | -22.2% | -16.5% | -5.7% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling