-12.3%
AMRZ vs XPO
+38.8%
-51.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.7% |
| 7D | +10.3% | +3.5% | +6.8% | +9.0% |
| 30D | +18.7% | +2.8% | +15.8% | +17.5% |
| 3M | -14.6% | -7.5% | -7.2% | -12.7% |
| 6M | -12.9% | -5.9% | -6.9% | -12.2% |
| YTD | -17.4% | +38.4% | -55.7% | -27.8% |
| 1Y | -12.3% | +33.7% | -46.0% | -22.7% |
| All | -12.3% | +38.8% | -51.1% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling