-99.9%
AMIX vs XPO
+104.1%
-204.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -16.0% | -6.7% | -9.4% | -14.4% |
| 30D | -55.4% | -1.9% | -53.5% | -55.3% |
| 3M | -87.5% | -9.9% | -77.6% | -87.2% |
| 6M | -81.2% | -16.4% | -64.8% | -80.5% |
| YTD | -86.8% | +30.2% | -117.0% | -86.8% |
| 1Y | -91.6% | +29.9% | -121.5% | -91.6% |
| All | -99.9% | +104.1% | -204.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling