+230.8%
ACM vs XPO
+10,239.4%
-10,008.6%
-60.0%
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% | -1.4% |
| 7D | -3.7% | +2.4% | -6.2% | -4.4% |
| 30D | -11.1% | -3.5% | -7.6% | -10.6% |
| 3M | -8.0% | -11.9% | +3.9% | -5.6% |
| 6M | -29.7% | -10.0% | -19.7% | -28.5% |
| YTD | -29.4% | +42.1% | -71.4% | -35.8% |
| 1Y | -46.4% | +47.6% | -94.0% | -52.0% |
| 3Y | -22.3% | +153.6% | -175.9% | -41.4% |
| 5Y | +4.5% | +266.5% | -262.0% | -31.1% |
| 10Y | +127.6% | +1,460.4% | -1,332.8% | +4.5% |
| All | +230.8% | +10,239.4% | -10,008.6% | +3.8% |
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