+9.2%
AWK vs XPO
+153.8%
-144.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +4.3% | -8.1% | +12.4% | +3.9% |
| 3M | +12.5% | -19.0% | +31.6% | +11.6% |
| 6M | +3.3% | -5.2% | +8.5% | +3.3% |
| YTD | +9.8% | +35.6% | -25.8% | +11.1% |
| 1Y | +2.9% | +41.1% | -38.2% | +4.4% |
| All | +9.2% | +153.8% | -144.6% | +6.2% |
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