+131.1%
ADI vs XPO
+257.8%
-126.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +1.3% | -1.3% | +2.7% | +1.7% |
| 30D | -6.0% | -10.4% | +4.4% | -2.7% |
| 3M | -7.7% | -15.7% | +8.0% | -2.9% |
| 6M | +14.0% | -6.3% | +20.3% | +15.6% |
| YTD | +34.4% | +34.2% | +0.2% | +20.8% |
| 1Y | +48.0% | +39.9% | +8.0% | +30.2% |
| 3Y | +113.3% | +155.2% | -41.9% | +47.8% |
| 5Y | +131.1% | +264.7% | -133.6% | +29.1% |
| All | +131.1% | +257.8% | -126.7% | +29.1% |
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