-77.5%
APTV vs XPO
+306.2%
-383.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | -1.7% | +9.0% | -10.7% | -4.9% |
| 30D | -11.6% | +4.2% | -15.8% | -13.1% |
| 3M | -21.2% | -8.7% | -12.5% | -18.8% |
| 6M | -28.5% | -2.8% | -25.8% | -28.4% |
| YTD | -49.1% | +41.9% | -90.9% | -56.7% |
| 1Y | -52.2% | +42.3% | -94.5% | -59.5% |
| 3Y | -48.6% | +127.3% | -175.9% | -67.4% |
| All | -77.5% | +306.2% | -383.7% | -90.6% |
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