-90.5%
AMIX vs XPO
+33.1%
-123.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +6.3% | +5.6% | +7.9% |
| 7D | +1.2% | -1.9% | +3.1% | +2.5% |
| 30D | -45.3% | +2.5% | -47.8% | -46.4% |
| 3M | -83.1% | -7.2% | -75.9% | -82.4% |
| 6M | -76.9% | -8.1% | -68.8% | -76.0% |
| YTD | -85.3% | +38.3% | -123.6% | -79.6% |
| All | -90.5% | +33.1% | -123.7% | -86.8% |
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