-98.1%
AMC vs XPO
+2,164.1%
-2,262.2%
-99.8%
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% | +3.1% |
| 7D | +2.3% | +2.4% | -0.1% | +1.7% |
| 30D | -0.7% | -3.5% | +2.8% | +0.2% |
| 3M | +35.2% | -11.9% | +47.1% | +38.8% |
| 6M | +124.6% | -10.0% | +134.5% | +129.0% |
| YTD | +69.9% | +42.1% | +27.8% | +51.7% |
| 1Y | -2.6% | +47.6% | -50.2% | -14.6% |
| 3Y | -79.8% | +153.6% | -233.3% | -85.7% |
| 5Y | -99.4% | +266.5% | -365.9% | -99.6% |
| 10Y | -98.9% | +1,460.4% | -1,559.3% | -99.6% |
| All | -98.1% | +2,164.1% | -2,262.2% | -99.3% |
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