+3.7%
AWK vs XPO
+38.9%
-35.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -0.7% | -1.3% | +0.6% | -0.8% |
| 30D | +2.8% | -10.4% | +13.1% | +2.2% |
| 3M | +11.3% | -15.7% | +27.0% | +10.3% |
| 6M | +6.7% | -6.3% | +13.1% | +6.8% |
| YTD | +9.4% | +34.2% | -24.8% | +8.8% |
| 1Y | +3.7% | +39.9% | -36.2% | +3.0% |
| All | +3.7% | +38.9% | -35.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling