+3,068.8%
AMAT vs XPO
+10,316.6%
-7,247.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +3.4% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -14.8% | -3.5% | -11.3% | -14.2% |
| 3M | -9.3% | -11.9% | +2.7% | -6.9% |
| 6M | +27.4% | -10.0% | +37.4% | +30.2% |
| YTD | +77.6% | +42.1% | +35.5% | +66.2% |
| 1Y | +188.9% | +47.6% | +141.3% | +167.2% |
| 3Y | +202.3% | +153.6% | +48.7% | +149.3% |
| 5Y | +248.9% | +266.5% | -17.6% | +164.9% |
| 10Y | +1,585.2% | +1,460.4% | +124.8% | +967.3% |
| All | +3,068.8% | +10,316.6% | -7,247.8% | +1,553.6% |
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 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