+2,976.8%
AZO vs XPO
+9,736.1%
-6,759.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -5.3% | -10.4% | +5.1% | -4.7% |
| 3M | -7.3% | -15.7% | +8.3% | -6.5% |
| 6M | -22.7% | -6.3% | -16.3% | -22.5% |
| YTD | -15.0% | +34.2% | -49.2% | -16.9% |
| 1Y | -32.2% | +39.9% | -72.2% | -34.0% |
| 3Y | +10.0% | +155.2% | -145.2% | +2.1% |
| 5Y | +85.8% | +264.7% | -178.8% | +66.3% |
| 10Y | +298.9% | +1,500.1% | -1,201.2% | +232.7% |
| All | +2,976.8% | +9,736.1% | -6,759.3% | +2,386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling