-99.9%
AMIX vs XPO
+117.1%
-217.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +11.4% | -1.5% | +13.0% | +12.0% |
| 30D | -40.5% | +2.6% | -43.1% | -41.0% |
| 3M | -80.1% | -6.1% | -74.0% | -79.8% |
| 6M | -74.8% | -8.0% | -66.9% | -74.4% |
| YTD | -84.0% | +38.5% | -122.5% | -84.2% |
| 1Y | -89.7% | +35.0% | -124.7% | -89.8% |
| All | -99.9% | +117.1% | -217.0% | -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