+2,362.4%
AMT vs XPO
+10,095.4%
-7,733.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +4.2% | +4.7% | -0.5% | +3.8% |
| 3M | +13.4% | -7.1% | +20.5% | +13.9% |
| 6M | +9.4% | -6.3% | +15.6% | +9.6% |
| YTD | +11.7% | +39.1% | -27.4% | +8.2% |
| 1Y | +7.1% | +36.7% | -29.6% | +3.8% |
| 3Y | +15.1% | +127.4% | -112.3% | +5.0% |
| 5Y | -17.9% | +315.0% | -332.9% | -29.9% |
| 10Y | +133.5% | +1,263.5% | -1,129.9% | +79.0% |
| All | +2,362.4% | +10,095.4% | -7,733.0% | +1,514.3% |
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 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