-14.7%
AMRZ vs XPO
+62.3%
-76.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.8% |
| 7D | -1.9% | +2.4% | -4.3% | -2.7% |
| 30D | -16.9% | -3.5% | -13.4% | -16.2% |
| 3M | -19.2% | -11.9% | -7.3% | -16.3% |
| 6M | -29.3% | -10.0% | -19.3% | -27.9% |
| YTD | -18.0% | +42.1% | -60.0% | -27.3% |
| 1Y | -15.1% | +47.6% | -62.7% | -25.8% |
| All | -14.7% | +62.3% | -76.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling