-96.5%
ADVB vs XPO
+71.2%
-167.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.2% | -25.8% | -23.6% |
| 7D | +27.8% | +9.0% | +18.8% | +27.5% |
| 30D | -50.8% | +4.2% | -54.9% | -50.8% |
| 3M | -70.5% | -8.7% | -61.9% | -70.6% |
| 6M | -46.7% | -2.8% | -44.0% | -47.5% |
| YTD | -56.7% | +41.9% | -98.5% | -63.7% |
| 1Y | -71.8% | +42.3% | -114.1% | -76.3% |
| All | -96.5% | +71.2% | -167.7% | -97.5% |
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