+228.9%
ARM vs XPO
+122.0%
+106.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.5% | +4.6% |
| 7D | -15.2% | -6.7% | -8.6% | -11.9% |
| 30D | -40.7% | -1.9% | -38.8% | -40.2% |
| 3M | -39.1% | -9.9% | -29.2% | -35.9% |
| 6M | -26.4% | -16.4% | -10.0% | -19.7% |
| YTD | +59.7% | +30.2% | +29.6% | +39.9% |
| 1Y | +10.3% | +29.9% | -19.5% | -3.8% |
| 3Y | +228.9% | +122.6% | +106.2% | +121.8% |
| All | +228.9% | +122.0% | +106.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling