-77.0%
ADVB vs XPO
+38.8%
-115.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -5.2% |
| 7D | -29.5% | +3.5% | -33.0% | -28.4% |
| 30D | -66.9% | +2.8% | -69.7% | -66.4% |
| 3M | -73.7% | -7.5% | -66.2% | -74.5% |
| 6M | -64.8% | -5.9% | -58.8% | -65.8% |
| YTD | -64.0% | +38.4% | -102.4% | -68.8% |
| 1Y | -77.0% | +33.7% | -110.7% | -79.6% |
| All | -77.0% | +38.8% | -115.8% | -79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling