-99.8%
AMIX vs XPO
+122.7%
-222.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -3.2% |
| 7D | -13.7% | +2.4% | -16.1% | -14.5% |
| 30D | -62.1% | -3.5% | -58.5% | -61.9% |
| 3M | -46.2% | -11.9% | -34.2% | -45.2% |
| 6M | -46.4% | -10.0% | -36.5% | -45.6% |
| YTD | -60.3% | +42.1% | -102.3% | -60.9% |
| 1Y | -79.7% | +47.6% | -127.3% | -80.2% |
| All | -99.8% | +122.7% | -222.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling