+123.4%
AS vs XPO
+124.6%
-1.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.6% |
| 7D | -4.9% | +9.0% | -13.8% | -7.6% |
| 30D | +3.9% | +4.2% | -0.3% | +2.3% |
| 3M | -9.6% | -8.7% | -1.0% | -7.1% |
| 6M | -8.7% | -2.8% | -5.9% | -8.9% |
| YTD | -19.8% | +41.9% | -61.7% | -29.9% |
| 1Y | -1.5% | +42.3% | -43.9% | -14.4% |
| All | +123.4% | +124.6% | -1.2% | +66.4% |
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