-98.8%
AMC vs XPO
+1,266.4%
-1,365.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | +3.5% | +9.0% | -5.5% | +0.9% |
| 30D | +12.5% | +4.2% | +8.3% | +11.3% |
| 3M | +23.6% | -8.7% | +32.2% | +26.9% |
| 6M | +144.4% | -2.8% | +147.1% | +144.4% |
| YTD | +108.3% | +41.9% | +66.5% | +84.1% |
| 1Y | +38.9% | +42.3% | -3.4% | +22.6% |
| 3Y | -58.9% | +127.3% | -186.1% | -71.1% |
| 5Y | -99.2% | +306.4% | -405.6% | -99.6% |
| All | -98.8% | +1,266.4% | -1,365.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling