-20.6%
AMT vs XPO
+296.5%
-317.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.4% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | +3.7% | +2.5% | +1.2% | +3.4% |
| 3M | +10.7% | -7.2% | +17.9% | +11.3% |
| 6M | +9.3% | -8.1% | +17.3% | +9.6% |
| YTD | +10.9% | +38.3% | -27.4% | +6.7% |
| 1Y | +10.5% | +33.6% | -23.0% | +6.6% |
| 3Y | +15.5% | +133.1% | -117.5% | -0.9% |
| 5Y | -20.6% | +308.9% | -329.5% | -41.7% |
| All | -20.6% | +296.5% | -317.1% | -41.7% |
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