+86.1%
ARM vs XPO
+53.4%
+32.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +1.8% |
| 7D | +5.5% | +2.4% | +3.0% | +4.2% |
| 30D | -8.2% | -3.5% | -4.7% | -6.6% |
| 3M | -35.9% | -11.9% | -24.0% | -32.3% |
| 6M | +103.1% | -10.0% | +113.1% | +109.0% |
| YTD | +130.6% | +42.1% | +88.5% | +115.0% |
| 1Y | +86.1% | +47.6% | +38.5% | +78.6% |
| All | +86.1% | +53.4% | +32.6% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling