+158.6%
AWK vs XPO
+1,266.4%
-1,107.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +1.2% |
| 7D | +0.1% | +9.0% | -8.8% | -0.6% |
| 30D | +14.3% | +4.2% | +10.1% | +13.8% |
| 3M | +10.3% | -8.7% | +18.9% | +11.0% |
| 6M | +18.9% | -2.8% | +21.7% | +18.8% |
| YTD | +17.7% | +41.9% | -24.1% | +13.1% |
| 1Y | +16.9% | +42.3% | -25.5% | +12.2% |
| 3Y | +32.2% | +127.3% | -95.1% | +16.9% |
| 5Y | -2.2% | +306.4% | -308.6% | -22.4% |
| All | +158.6% | +1,266.4% | -1,107.8% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling