+26.8%
AZN vs XPO
+151.0%
-124.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -1.2% |
| 30D | +1.1% | -12.8% | +13.9% | +1.9% |
| 3M | -12.1% | -20.0% | +7.8% | -10.9% |
| 6M | -17.1% | -6.0% | -11.1% | -17.0% |
| YTD | -12.0% | +34.0% | -46.0% | -13.8% |
| 1Y | -0.2% | +35.6% | -35.8% | -2.5% |
| 3Y | +26.8% | +152.3% | -125.5% | +14.4% |
| All | +26.8% | +151.0% | -124.2% | +14.4% |
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