+1,128.2%
APD vs XPO
+10,052.8%
-8,924.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | +11.0% | +2.6% | +8.4% | +10.7% |
| 3M | +1.3% | -6.1% | +7.4% | +1.9% |
| 6M | +6.4% | -8.0% | +14.3% | +7.0% |
| YTD | +28.9% | +38.5% | -9.6% | +23.7% |
| 1Y | +23.2% | +35.0% | -11.8% | +18.5% |
| 3Y | +26.3% | +126.5% | -100.1% | +13.0% |
| 5Y | +12.0% | +315.4% | -303.4% | -7.7% |
| 10Y | +183.2% | +1,272.1% | -1,089.0% | +106.8% |
| All | +1,128.2% | +10,052.8% | -8,924.6% | +711.1% |
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 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