+35.8%
ARM vs XPO
+38.7%
-2.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.9% | -5.8% |
| 7D | +9.1% | +9.0% | +0.1% | +4.2% |
| 30D | -19.9% | +4.2% | -24.1% | -21.7% |
| 3M | -31.6% | -8.7% | -23.0% | -28.4% |
| 6M | -13.9% | -2.8% | -11.1% | -12.9% |
| YTD | +74.3% | +41.9% | +32.4% | +62.1% |
| 1Y | +35.8% | +42.3% | -6.5% | +27.6% |
| All | +35.8% | +38.7% | -2.9% | +27.6% |
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