+100.6%
AMT vs XPO
+1,517.7%
-1,417.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +2.0% | -10.4% | +12.4% | +3.2% |
| 3M | -9.3% | -15.7% | +6.4% | -7.7% |
| 6M | -5.2% | -6.3% | +1.1% | -5.0% |
| YTD | +0.5% | +34.2% | -33.7% | -4.0% |
| 1Y | -7.3% | +39.9% | -47.2% | -12.2% |
| 3Y | +6.2% | +155.2% | -149.0% | -11.2% |
| 5Y | -31.2% | +264.7% | -295.9% | -47.6% |
| All | +100.6% | +1,517.7% | -1,417.2% | +29.6% |
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