-11.6%
ABT vs XPO
+257.8%
-269.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | -5.8% | -10.4% | +4.6% | -4.6% |
| 3M | +16.7% | -15.7% | +32.4% | +18.9% |
| 6M | -5.2% | -6.3% | +1.1% | -4.9% |
| YTD | -16.0% | +34.2% | -50.1% | -19.5% |
| 1Y | -18.3% | +39.9% | -58.2% | -22.3% |
| 3Y | +9.2% | +155.2% | -146.0% | -9.3% |
| 5Y | -11.6% | +264.7% | -276.2% | -36.7% |
| All | -11.6% | +257.8% | -269.3% | -36.7% |
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 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