-87.2%
ADVB vs XPO
+71.4%
-158.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.6% |
| 7D | -3.8% | +2.4% | -6.2% | -3.8% |
| 30D | +17.6% | -3.5% | +21.1% | +17.6% |
| 3M | +119.1% | -11.9% | +131.1% | +119.3% |
| 6M | +103.4% | -10.0% | +113.3% | +102.2% |
| YTD | +59.8% | +42.1% | +17.8% | +34.0% |
| 1Y | +8.5% | +47.6% | -39.0% | -11.3% |
| All | -87.2% | +71.4% | -158.6% | -90.6% |
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 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