-69.3%
APTV vs XPO
+261.3%
-330.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | -5.7% | +0.6% | -3.0% |
| 30D | -6.1% | -12.8% | +6.7% | -1.3% |
| 3M | -33.0% | -20.0% | -13.0% | -27.7% |
| 6M | -35.2% | -6.0% | -29.2% | -34.6% |
| YTD | -40.1% | +34.0% | -74.2% | -47.7% |
| 1Y | -45.6% | +35.6% | -81.2% | -53.2% |
| 3Y | -54.4% | +152.3% | -206.6% | -72.3% |
| All | -69.3% | +261.3% | -330.6% | -86.7% |
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 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