-32.3%
AMT vs XPO
+271.9%
-304.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -0.2% | +2.7% | -2.8% | -0.4% |
| 30D | +1.8% | -6.2% | +8.0% | +2.4% |
| 3M | -6.2% | -15.4% | +9.2% | -5.0% |
| 6M | -5.0% | +0.7% | -5.7% | -5.4% |
| YTD | +2.1% | +39.8% | -37.8% | -1.9% |
| 1Y | -5.7% | +43.3% | -49.1% | -9.9% |
| 3Y | +7.9% | +166.0% | -158.1% | -9.9% |
| 5Y | -32.3% | +274.2% | -306.5% | -50.3% |
| All | -32.3% | +271.9% | -304.3% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling