+25.4%
ADM vs XPO
+306.2%
-280.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.5% |
| 7D | +4.2% | +9.0% | -4.8% | +3.3% |
| 30D | -12.8% | +4.2% | -17.0% | -13.3% |
| 3M | -8.5% | -8.7% | +0.2% | -7.8% |
| 6M | -10.9% | -2.8% | -8.2% | -11.0% |
| YTD | +29.4% | +41.9% | -12.4% | +23.6% |
| 1Y | +27.5% | +42.3% | -14.8% | +21.6% |
| 3Y | +10.3% | +127.3% | -116.9% | -2.8% |
| All | +25.4% | +306.2% | -280.8% | -3.1% |
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