+26.6%
APD vs XPO
+129.7%
-103.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.2% | +1.4% |
| 7D | -1.6% | -1.9% | +0.4% | -1.4% |
| 30D | +10.6% | +2.5% | +8.1% | +10.3% |
| 3M | +2.5% | -7.2% | +9.7% | +3.2% |
| 6M | +6.0% | -8.1% | +14.0% | +6.6% |
| YTD | +28.4% | +38.3% | -9.9% | +22.2% |
| 1Y | +22.2% | +33.6% | -11.4% | +16.6% |
| 3Y | +26.6% | +133.1% | -106.5% | +8.7% |
| All | +26.6% | +129.7% | -103.1% | +8.7% |
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