+7.0%
AMT vs XPO
+165.6%
-158.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | +4.6% | -3.5% | +8.2% | +4.6% |
| 3M | -8.4% | -11.9% | +3.5% | -8.4% |
| 6M | -6.0% | -10.0% | +3.9% | -6.0% |
| YTD | +2.1% | +42.1% | -40.0% | +2.0% |
| 1Y | -6.4% | +47.6% | -54.0% | -6.5% |
| All | +7.0% | +165.6% | -158.6% | +1.4% |
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 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