+40.6%
ADM vs XPO
+53.4%
-12.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | 0.0% |
| 7D | +3.8% | +2.4% | +1.4% | +3.5% |
| 30D | +9.8% | -3.5% | +13.3% | +10.0% |
| 3M | +2.1% | -11.9% | +14.1% | +2.9% |
| 6M | +27.5% | -10.0% | +37.5% | +28.0% |
| YTD | +50.2% | +42.1% | +8.1% | +43.4% |
| 1Y | +40.6% | +47.6% | -7.0% | +32.7% |
| All | +40.6% | +53.4% | -12.8% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling