+22.2%
AMP vs XPO
-6.0%
+28.2%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -1.7% | -10.4% | +8.7% | -1.5% |
| 3M | +23.2% | -15.7% | +38.9% | +23.6% |
| 6M | +22.2% | -6.3% | +28.5% | +18.2% |
| All | +22.2% | -6.0% | +28.2% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling