+193.1%
APD vs XPO
+1,266.4%
-1,073.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +3.8% | +9.0% | -5.1% | +2.1% |
| 30D | +8.2% | +4.2% | +4.0% | +7.3% |
| 3M | +4.3% | -8.7% | +12.9% | +5.8% |
| 6M | +4.7% | -2.8% | +7.5% | +4.6% |
| YTD | +31.5% | +41.9% | -10.3% | +20.9% |
| 1Y | +23.5% | +42.3% | -18.8% | +13.4% |
| 3Y | +29.1% | +127.3% | -98.1% | +2.9% |
| 5Y | +15.9% | +306.4% | -290.5% | -22.6% |
| All | +193.1% | +1,266.4% | -1,073.3% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling