+176.6%
ADM vs XPO
+1,410.5%
-1,233.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +8.2% | -8.1% | +16.3% | +9.5% |
| 3M | +8.7% | -19.0% | +27.8% | +12.1% |
| 6M | +29.1% | -5.2% | +34.3% | +29.3% |
| YTD | +53.7% | +35.6% | +18.1% | +44.3% |
| 1Y | +43.2% | +41.1% | +2.1% | +33.0% |
| 3Y | +21.4% | +157.9% | -136.5% | -3.1% |
| 5Y | +67.1% | +265.6% | -198.5% | +19.4% |
| 10Y | +176.6% | +1,516.8% | -1,340.2% | +53.3% |
| All | +176.6% | +1,410.5% | -1,233.9% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling