-95.5%
ADVB vs XPO
+67.4%
-162.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -0.2% | +42.9% | +42.7% |
| 7D | +74.2% | +6.9% | +67.3% | +73.8% |
| 30D | -35.9% | +4.1% | -40.0% | -35.9% |
| 3M | -56.4% | -9.7% | -46.7% | -56.5% |
| 6M | -36.7% | -3.8% | -32.9% | -37.6% |
| YTD | -43.3% | +38.8% | -82.1% | -52.5% |
| 1Y | -63.4% | +34.2% | -97.6% | -68.9% |
| All | -95.5% | +67.4% | -162.9% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling