+142.4%
AMT vs XPO
+1,266.4%
-1,123.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.7% |
| 7D | +1.5% | +9.0% | -7.5% | +0.5% |
| 30D | +6.8% | +4.2% | +2.7% | +6.2% |
| 3M | +11.2% | -8.7% | +19.9% | +12.2% |
| 6M | +12.5% | -2.8% | +15.2% | +12.3% |
| YTD | +12.5% | +41.9% | -29.4% | +6.6% |
| 1Y | +10.1% | +42.3% | -32.2% | +4.2% |
| 3Y | +16.0% | +127.3% | -111.2% | -1.1% |
| 5Y | -17.2% | +306.4% | -323.5% | -38.1% |
| All | +142.4% | +1,266.4% | -1,123.9% | +55.4% |
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