+193.0%
ARM vs XPO
+160.1%
+32.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.3% | +0.4% | +3.6% |
| 7D | -5.3% | -1.9% | -3.4% | -4.1% |
| 30D | -30.0% | +2.5% | -32.5% | -30.9% |
| 3M | -34.1% | -7.2% | -26.9% | -31.7% |
| 6M | -12.6% | -8.1% | -4.6% | -9.3% |
| YTD | +70.4% | +38.3% | +32.1% | +45.8% |
| 1Y | +22.3% | +33.6% | -11.3% | +5.8% |
| 3Y | +261.2% | +133.1% | +128.1% | +143.1% |
| All | +193.0% | +160.1% | +32.9% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling