+2,218.6%
AMAT vs XPO
+9,445.4%
-7,226.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | -14.7% | -6.7% | -8.1% | -13.4% |
| 30D | -36.1% | -1.9% | -34.2% | -35.9% |
| 3M | -36.9% | -9.9% | -27.0% | -35.6% |
| 6M | -22.2% | -16.4% | -5.8% | -19.4% |
| YTD | +29.9% | +30.2% | -0.3% | +23.6% |
| 1Y | +43.3% | +29.9% | +13.4% | +36.1% |
| 3Y | +142.7% | +122.6% | +20.0% | +105.6% |
| 5Y | +126.2% | +278.9% | -152.7% | +71.7% |
| 10Y | +1,211.7% | +1,375.3% | -163.6% | +742.8% |
| All | +2,218.6% | +9,445.4% | -7,226.7% | +1,130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling