-24.5%
ADSK vs XPO
+261.3%
-285.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -5.7% | +3.1% | -0.8% |
| 30D | -14.9% | -12.8% | -2.1% | -11.4% |
| 3M | +3.3% | -20.0% | +23.3% | +10.0% |
| 6M | -15.7% | -6.0% | -9.6% | -15.6% |
| YTD | -28.2% | +34.0% | -62.3% | -37.2% |
| 1Y | -34.5% | +35.6% | -70.1% | -43.5% |
| 3Y | -2.9% | +152.3% | -155.2% | -39.8% |
| All | -24.5% | +261.3% | -285.8% | -64.3% |
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 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