+11.7%
AMZN vs XPO
+39.1%
-27.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.7% | -5.7% | +5.0% | -0.2% |
| 30D | -3.9% | -12.8% | +8.9% | -2.9% |
| 3M | +6.3% | -20.0% | +26.3% | +8.4% |
| 6M | +20.8% | -6.0% | +26.8% | +20.3% |
| YTD | +11.2% | +34.0% | -22.8% | +4.8% |
| 1Y | +11.7% | +35.6% | -23.9% | +6.6% |
| All | +11.7% | +39.1% | -27.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling