+27.6%
APD vs XPO
+277.9%
-250.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.7% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | +2.1% | -3.5% | +5.6% | +2.6% |
| 3M | +7.2% | -11.9% | +19.1% | +9.0% |
| 6M | +11.2% | -10.0% | +21.2% | +12.4% |
| YTD | +24.4% | +42.1% | -17.7% | +15.7% |
| 1Y | +6.7% | +47.6% | -40.9% | -1.9% |
| 3Y | +9.2% | +153.6% | -144.3% | -13.4% |
| All | +27.6% | +277.9% | -250.3% | -17.1% |
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