+1,591.2%
ADP vs XPO
+10,043.1%
-8,451.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -1.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.2% |
| 30D | +11.5% | +2.5% | +9.0% | +11.2% |
| 3M | +12.0% | -7.2% | +19.2% | +12.6% |
| 6M | +43.8% | -8.1% | +51.9% | +44.4% |
| YTD | +20.1% | +38.3% | -18.3% | +15.4% |
| 1Y | +22.3% | +33.6% | -11.3% | +17.8% |
| 3Y | +43.3% | +133.1% | -89.8% | +28.7% |
| 5Y | +47.3% | +308.9% | -261.6% | +23.2% |
| 10Y | +313.7% | +1,371.8% | -1,058.1% | +212.1% |
| All | +1,591.2% | +10,043.1% | -8,451.9% | +1,086.5% |
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