+9,612.6%
AMZN vs XPO
+10,300.9%
-688.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +2.8% | +9.0% | -6.1% | +1.7% |
| 30D | +5.0% | +4.2% | +0.8% | +4.3% |
| 3M | +0.6% | -8.7% | +9.2% | +1.5% |
| 6M | -1.3% | -2.8% | +1.5% | -1.4% |
| YTD | +15.5% | +41.9% | -26.3% | +9.5% |
| 1Y | +12.2% | +42.3% | -30.1% | +6.2% |
| 3Y | +87.0% | +127.3% | -40.3% | +65.2% |
| 5Y | +51.3% | +306.4% | -255.1% | +23.2% |
| 10Y | +621.7% | +1,290.9% | -669.3% | +417.5% |
| All | +9,612.6% | +10,300.9% | -688.3% | +5,985.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling