+2,197.8%
ADSK vs XPO
+9,736.1%
-7,538.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.6% |
| 7D | -10.9% | -1.3% | -9.6% | -10.8% |
| 30D | -15.9% | -10.4% | -5.5% | -14.5% |
| 3M | -4.4% | -15.7% | +11.3% | -2.1% |
| 6M | -16.6% | -6.3% | -10.3% | -16.4% |
| YTD | -28.5% | +34.2% | -62.7% | -32.8% |
| 1Y | -34.6% | +39.9% | -74.6% | -39.2% |
| 3Y | -3.5% | +155.2% | -158.7% | -20.2% |
| 5Y | -25.6% | +264.7% | -290.3% | -43.0% |
| 10Y | +216.6% | +1,500.1% | -1,283.5% | +100.3% |
| All | +2,197.8% | +9,736.1% | -7,538.4% | +1,184.7% |
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