+11.8%
APD vs XPO
+296.5%
-284.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.2% | +1.0% |
| 7D | -1.6% | -1.9% | +0.4% | -1.3% |
| 30D | +10.6% | +2.5% | +8.1% | +10.1% |
| 3M | +2.5% | -7.2% | +9.7% | +3.5% |
| 6M | +6.0% | -8.1% | +14.0% | +6.9% |
| YTD | +28.4% | +38.3% | -9.9% | +19.6% |
| 1Y | +22.2% | +33.6% | -11.4% | +14.3% |
| 3Y | +26.6% | +133.1% | -106.5% | +1.6% |
| 5Y | +11.8% | +308.9% | -297.1% | -27.5% |
| All | +11.8% | +296.5% | -284.7% | -27.5% |
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