+9,315.8%
AMZN vs XPO
+10,316.6%
-1,000.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.7% |
| 7D | -3.0% | +2.4% | -5.4% | -3.3% |
| 30D | -5.2% | -3.5% | -1.6% | -4.9% |
| 3M | +1.9% | -11.9% | +13.8% | +3.2% |
| 6M | +19.2% | -10.0% | +29.2% | +20.2% |
| YTD | +12.0% | +42.1% | -30.1% | +6.2% |
| 1Y | +9.7% | +47.6% | -37.9% | +3.3% |
| 3Y | +87.2% | +153.6% | -66.4% | +63.2% |
| 5Y | +48.7% | +266.5% | -217.9% | +22.1% |
| 10Y | +569.3% | +1,460.4% | -891.1% | +376.5% |
| All | +9,315.8% | +10,316.6% | -1,000.8% | +5,805.4% |
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