+120.4%
AS vs XPO
+124.9%
-4.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +2.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -19.6% | -3.5% | -16.1% | -18.8% |
| 3M | -14.4% | -11.9% | -2.4% | -11.2% |
| 6M | -20.1% | -10.0% | -10.2% | -18.1% |
| YTD | -20.9% | +42.1% | -63.0% | -30.8% |
| 1Y | -21.9% | +47.6% | -69.5% | -33.3% |
| All | +120.4% | +124.9% | -4.6% | +64.5% |
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