+142.2%
AS vs XPO
+119.0%
+23.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.1% | +1.0% |
| 7D | +5.8% | -1.9% | +7.8% | +6.4% |
| 30D | +15.4% | +2.5% | +12.9% | +14.2% |
| 3M | -11.9% | -7.2% | -4.7% | -10.0% |
| 6M | -9.9% | -8.1% | -1.9% | -8.3% |
| YTD | -13.1% | +38.3% | -51.4% | -23.4% |
| 1Y | +9.9% | +33.6% | -23.7% | -2.3% |
| All | +142.2% | +119.0% | +23.2% | +82.0% |
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