+296.4%
ARM vs XPO
+167.1%
+129.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +1.7% |
| 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% | -32.1% |
| 6M | +103.1% | -10.0% | +113.1% | +113.0% |
| YTD | +130.6% | +42.1% | +88.5% | +95.1% |
| 1Y | +86.1% | +47.6% | +38.5% | +52.5% |
| All | +296.4% | +167.1% | +129.3% | +159.7% |
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