+349.8%
XPO vs ABCL
-79.5%
+429.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.0% | +5.7% |
| 7D | -1.9% | +12.4% | -14.3% | -3.3% |
| 30D | +2.5% | -0.4% | +2.8% | +2.2% |
| 3M | -7.2% | +80.4% | -87.6% | -15.0% |
| 6M | -8.1% | +138.5% | -146.6% | -20.0% |
| YTD | +38.3% | +265.5% | -227.1% | +12.1% |
| 1Y | +33.6% | +219.7% | -186.1% | +10.0% |
| 3Y | +133.1% | +209.4% | -76.3% | +79.6% |
| 5Y | +308.9% | -15.0% | +323.9% | +257.9% |
| All | +349.8% | -79.5% | +429.3% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling