+804.1%
ADM vs XPO
+10,073.3%
-9,269.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +6.9% | -6.2% | 0.0% |
| 30D | -14.7% | +4.1% | -18.8% | -15.1% |
| 3M | -10.4% | -9.7% | -0.7% | -9.7% |
| 6M | -10.9% | -3.8% | -7.2% | -10.9% |
| YTD | +26.0% | +38.8% | -12.8% | +21.1% |
| 1Y | +26.5% | +34.2% | -7.7% | +21.8% |
| 3Y | +8.2% | +126.9% | -118.7% | -3.0% |
| 5Y | +24.0% | +297.5% | -273.5% | +2.7% |
| 10Y | +128.4% | +1,260.5% | -1,132.1% | +66.2% |
| All | +804.1% | +10,073.3% | -9,269.2% | +460.4% |
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