+2,151.8%
AMT vs XPO
+10,316.6%
-8,164.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.4% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | +4.6% | -3.5% | +8.2% | +4.9% |
| 3M | -8.4% | -11.9% | +3.5% | -7.7% |
| 6M | -6.0% | -10.0% | +3.9% | -5.6% |
| YTD | +2.1% | +42.1% | -40.0% | -1.2% |
| 1Y | -6.4% | +47.6% | -54.0% | -9.8% |
| 3Y | +8.1% | +153.6% | -145.5% | -2.3% |
| 5Y | -31.9% | +266.5% | -298.4% | -41.4% |
| 10Y | +97.1% | +1,460.4% | -1,363.3% | +49.9% |
| All | +2,151.8% | +10,316.6% | -8,164.7% | +1,375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling