+337.5%
AMD vs XPO
+265.7%
+71.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +2.6% |
| 7D | +2.6% | +2.4% | +0.2% | +1.4% |
| 30D | -0.9% | -3.5% | +2.6% | +0.8% |
| 3M | -8.7% | -11.9% | +3.2% | -3.2% |
| 6M | +136.3% | -10.0% | +146.3% | +147.5% |
| YTD | +123.0% | +42.1% | +80.9% | +86.1% |
| 1Y | +195.2% | +47.6% | +147.6% | +139.2% |
| 3Y | +336.3% | +153.6% | +182.8% | +140.3% |
| All | +337.5% | +265.7% | +71.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling