+641.7%
AMZN vs XPO
+1,266.4%
-624.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | +2.8% | +9.0% | -6.1% | +0.7% |
| 30D | +5.0% | +4.2% | +0.8% | +3.8% |
| 3M | +0.6% | -8.7% | +9.2% | +2.4% |
| 6M | -1.3% | -2.8% | +1.5% | -1.6% |
| YTD | +15.5% | +41.9% | -26.3% | +3.3% |
| 1Y | +12.2% | +42.3% | -30.1% | 0.0% |
| 3Y | +87.0% | +127.3% | -40.3% | +42.8% |
| 5Y | +51.3% | +306.4% | -255.1% | -4.9% |
| All | +641.7% | +1,266.4% | -624.7% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling