-71.3%
AMC vs XPO
+122.0%
-193.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | +2.6% | -6.7% | +9.3% | +3.8% |
| 30D | +9.0% | -1.9% | +10.9% | +9.5% |
| 3M | +22.2% | -9.9% | +32.1% | +24.2% |
| 6M | +91.5% | -16.4% | +107.8% | +95.9% |
| YTD | +101.3% | +30.2% | +71.1% | +94.0% |
| 1Y | +20.8% | +29.9% | -9.1% | +16.4% |
| 3Y | -71.3% | +122.6% | -194.0% | -75.5% |
| All | -71.3% | +122.0% | -193.3% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling