-16.7%
AWK vs XPO
+262.4%
-279.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +4.3% | -8.1% | +12.4% | +4.6% |
| 3M | +12.5% | -19.0% | +31.6% | +13.3% |
| 6M | +3.3% | -5.2% | +8.5% | +3.3% |
| YTD | +9.8% | +35.6% | -25.8% | +7.5% |
| 1Y | +2.9% | +41.1% | -38.2% | +0.4% |
| 3Y | +9.6% | +157.9% | -148.3% | -2.5% |
| 5Y | -16.7% | +265.6% | -282.3% | -32.7% |
| All | -16.7% | +262.4% | -279.1% | -32.7% |
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