+97.2%
AMCR vs XPO
+3,382.0%
-3,284.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.4% |
| 7D | -6.3% | -0.9% | -5.3% | -6.2% |
| 30D | -7.1% | -8.1% | +1.0% | -6.3% |
| 3M | +12.7% | -19.0% | +31.7% | +15.2% |
| 6M | +5.2% | -5.2% | +10.3% | +5.6% |
| YTD | +8.1% | +35.6% | -27.5% | +4.3% |
| 1Y | +11.7% | +41.1% | -29.4% | +7.1% |
| 3Y | +9.9% | +157.9% | -148.0% | -2.6% |
| 5Y | -8.7% | +265.6% | -274.3% | -23.8% |
| 10Y | +16.8% | +1,516.8% | -1,500.0% | -8.3% |
| All | +97.2% | +3,382.0% | -3,284.7% | +52.5% |
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 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