-20.3%
AMRZ vs XPO
+58.5%
-78.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -4.0% | +6.9% | -10.9% | -6.0% |
| 30D | +12.4% | +4.1% | +8.3% | +10.9% |
| 3M | -11.5% | -9.7% | -1.8% | -8.9% |
| 6M | -21.6% | -3.8% | -17.8% | -21.6% |
| YTD | -23.4% | +38.8% | -62.1% | -31.7% |
| 1Y | -17.2% | +34.2% | -51.4% | -25.7% |
| All | -20.3% | +58.5% | -78.8% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling