+137.8%
AS vs XPO
+119.2%
+18.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +4.5% | -1.5% | +6.0% | +4.9% |
| 30D | +13.2% | +2.6% | +10.6% | +12.0% |
| 3M | -11.9% | -6.1% | -5.8% | -10.4% |
| 6M | -11.6% | -8.0% | -3.6% | -10.1% |
| YTD | -14.7% | +38.5% | -53.2% | -24.8% |
| 1Y | +5.7% | +35.0% | -29.3% | -6.3% |
| All | +137.8% | +119.2% | +18.5% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling