+4.4%
ADVB vs XPO
+45.2%
-40.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -4.3% |
| 7D | -14.0% | +2.7% | -16.7% | -13.2% |
| 30D | +41.0% | -6.2% | +47.2% | +38.7% |
| 3M | +127.9% | -15.4% | +143.3% | +119.8% |
| 6M | +101.3% | +0.7% | +100.6% | +96.4% |
| YTD | +53.8% | +39.8% | +13.9% | +30.3% |
| 1Y | +4.4% | +43.3% | -38.9% | -15.4% |
| All | +4.4% | +45.2% | -40.8% | -15.4% |
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