+69.0%
AMP vs XPO
+151.0%
-82.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -5.7% | +5.1% | +0.7% |
| 30D | -1.3% | -12.8% | +11.5% | +1.5% |
| 3M | +24.2% | -20.0% | +44.2% | +29.9% |
| 6M | +24.6% | -6.0% | +30.6% | +24.7% |
| YTD | +14.8% | +34.0% | -19.2% | +4.9% |
| 1Y | +12.8% | +35.6% | -22.8% | +2.2% |
| 3Y | +69.0% | +152.3% | -83.3% | +31.1% |
| All | +69.0% | +151.0% | -82.0% | +31.1% |
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