+195.5%
AMGN vs XPO
+1,516.3%
-1,320.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -5.7% | -8.0% | -13.1% |
| 30D | -8.8% | -12.8% | +4.0% | -7.3% |
| 3M | +7.2% | -20.0% | +27.2% | +10.0% |
| 6M | +1.3% | -6.0% | +7.3% | +1.7% |
| YTD | +17.6% | +34.0% | -16.4% | +13.1% |
| 1Y | +37.2% | +35.6% | +1.6% | +31.3% |
| 3Y | +57.7% | +152.3% | -94.6% | +36.4% |
| 5Y | +106.3% | +264.4% | -158.1% | +65.6% |
| All | +195.5% | +1,516.3% | -1,320.8% | +70.5% |
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