-91.6%
AMIX vs XPO
+38.8%
-130.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.1% |
| 7D | -25.1% | +3.5% | -28.6% | -26.9% |
| 30D | -54.5% | +2.8% | -57.4% | -55.6% |
| 3M | -91.7% | -7.5% | -84.3% | -91.4% |
| 6M | -79.4% | -5.9% | -73.5% | -78.6% |
| YTD | -86.1% | +38.4% | -124.4% | -80.5% |
| 1Y | -91.6% | +33.7% | -125.3% | -88.3% |
| All | -91.6% | +38.8% | -130.3% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling