+179.6%
APTV vs XPO
+5,252.5%
-5,072.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | -7.9% | -10.4% | +2.4% | -4.5% |
| 3M | -29.9% | -15.7% | -14.2% | -26.1% |
| 6M | -36.6% | -6.3% | -30.2% | -35.9% |
| YTD | -40.0% | +34.2% | -74.1% | -46.9% |
| 1Y | -44.0% | +39.9% | -84.0% | -51.7% |
| 3Y | -54.5% | +155.2% | -209.8% | -70.1% |
| 5Y | -68.8% | +264.7% | -333.5% | -82.9% |
| 10Y | -16.9% | +1,500.1% | -1,517.0% | -69.8% |
| All | +179.6% | +5,252.5% | -5,072.8% | -27.5% |
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