+506.6%
APP vs XPO
+293.7%
+212.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +61.1% | -1.5% | +62.6% | +61.0% |
| 30D | +42.8% | +2.6% | +40.2% | +40.0% |
| 3M | +16.7% | -6.1% | +22.8% | +17.9% |
| 6M | -15.6% | -8.0% | -7.6% | -14.5% |
| YTD | -41.3% | +38.5% | -79.8% | -50.8% |
| 1Y | -39.3% | +35.0% | -74.3% | -48.8% |
| 3Y | +803.2% | +126.5% | +676.7% | +445.1% |
| 5Y | +313.2% | +315.4% | -2.3% | +58.3% |
| All | +506.6% | +293.7% | +212.9% | +135.2% |
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