+977.9%
ADM vs XPO
+10,316.6%
-9,338.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.2% |
| 7D | +3.8% | +2.4% | +1.4% | +3.5% |
| 30D | +9.8% | -3.5% | +13.3% | +10.1% |
| 3M | +2.1% | -11.9% | +14.1% | +3.2% |
| 6M | +27.5% | -10.0% | +37.5% | +28.3% |
| YTD | +50.2% | +42.1% | +8.1% | +44.2% |
| 1Y | +40.6% | +47.6% | -7.0% | +34.1% |
| 3Y | +17.2% | +153.6% | -136.3% | +3.8% |
| 5Y | +61.9% | +266.5% | -204.6% | +35.1% |
| 10Y | +159.3% | +1,460.4% | -1,301.2% | +86.8% |
| All | +977.9% | +10,316.6% | -9,338.7% | +567.3% |
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 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