+142.2%
APTV vs XPO
+5,424.8%
-5,282.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -4.3% | -1.5% | -2.7% | -3.8% |
| 30D | -9.7% | +2.6% | -12.2% | -10.6% |
| 3M | -20.6% | -6.1% | -14.4% | -19.1% |
| 6M | -31.7% | -8.0% | -23.7% | -30.3% |
| YTD | -48.0% | +38.5% | -86.5% | -54.6% |
| 1Y | -52.1% | +35.0% | -87.1% | -57.9% |
| 3Y | -47.9% | +126.5% | -174.3% | -64.1% |
| 5Y | -76.9% | +315.4% | -392.3% | -87.8% |
| 10Y | -26.7% | +1,272.1% | -1,298.9% | -72.7% |
| All | +142.2% | +5,424.8% | -5,282.6% | -38.0% |
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