-18.5%
AMRZ vs XPO
+48.7%
-67.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +1.2% | -6.7% | +7.8% | +3.3% |
| 30D | +15.1% | -1.9% | +16.9% | +15.6% |
| 3M | -18.1% | -9.9% | -8.2% | -15.7% |
| 6M | -23.5% | -16.4% | -7.1% | -19.8% |
| YTD | -21.6% | +30.2% | -51.8% | -28.8% |
| 1Y | -14.7% | +29.9% | -44.6% | -22.7% |
| All | -18.5% | +48.7% | -67.2% | -28.5% |
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 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