+197.1%
ABT vs XPO
+1,516.3%
-1,319.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.9% | -5.7% | -0.2% | -5.1% |
| 30D | -8.1% | -12.8% | +4.7% | -6.3% |
| 3M | +14.5% | -20.0% | +34.5% | +18.0% |
| 6M | -6.3% | -6.0% | -0.2% | -5.9% |
| YTD | -17.1% | +34.0% | -51.2% | -21.3% |
| 1Y | -21.4% | +35.6% | -56.9% | -25.8% |
| 3Y | +5.9% | +152.3% | -146.4% | -13.2% |
| 5Y | -12.8% | +264.4% | -277.1% | -35.7% |
| All | +197.1% | +1,516.3% | -1,319.2% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling