+76.4%
AMZN vs XPO
+153.8%
-77.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -9.2% | -8.1% | -1.1% | -7.6% |
| 3M | +3.4% | -19.0% | +22.4% | +8.1% |
| 6M | +18.2% | -5.2% | +23.4% | +18.2% |
| YTD | +9.3% | +35.6% | -26.2% | -1.8% |
| 1Y | +5.9% | +41.1% | -35.2% | -6.6% |
| All | +76.4% | +153.8% | -77.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling