+945.0%
ABT vs XPO
+10,316.6%
-9,371.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | -3.7% | +2.4% | -6.1% | -3.9% |
| 30D | +2.5% | -3.5% | +6.0% | +2.7% |
| 3M | +20.2% | -11.9% | +32.1% | +21.2% |
| 6M | -2.9% | -10.0% | +7.0% | -2.4% |
| YTD | -11.9% | +42.1% | -54.0% | -14.6% |
| 1Y | -16.5% | +47.6% | -64.1% | -19.5% |
| 3Y | +12.1% | +153.6% | -141.5% | +2.1% |
| 5Y | -7.4% | +266.5% | -273.9% | -19.4% |
| 10Y | +210.7% | +1,460.4% | -1,249.8% | +143.4% |
| All | +945.0% | +10,316.6% | -9,371.6% | +671.0% |
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 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