+45.2%
AMZN vs XPO
+257.8%
-212.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | -7.5% | -10.4% | +2.9% | -4.6% |
| 3M | +5.8% | -15.7% | +21.5% | +10.7% |
| 6M | +17.5% | -6.3% | +23.9% | +18.1% |
| YTD | +9.1% | +34.2% | -25.0% | -4.1% |
| 1Y | +9.4% | +39.9% | -30.6% | -6.1% |
| 3Y | +82.2% | +155.2% | -73.0% | +17.5% |
| 5Y | +45.2% | +264.7% | -219.5% | -29.5% |
| All | +45.2% | +257.8% | -212.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling