-1.3%
AMZN vs XPO
-2.1%
+0.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | +2.8% | +9.0% | -6.1% | +2.9% |
| 30D | +5.0% | +4.2% | +0.8% | +4.9% |
| 3M | +0.6% | -8.7% | +9.2% | 0.0% |
| 6M | -1.3% | -2.8% | +1.5% | -3.0% |
| All | -1.3% | -2.1% | +0.8% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling