-7.3%
AMT vs XPO
+38.9%
-46.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +2.0% | -10.4% | +12.4% | +2.1% |
| 3M | -9.3% | -15.7% | +6.4% | -9.0% |
| 6M | -5.2% | -6.3% | +1.1% | -5.3% |
| YTD | +0.5% | +34.2% | -33.7% | -1.0% |
| 1Y | -7.3% | +39.9% | -47.2% | -8.5% |
| All | -7.3% | +38.9% | -46.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling