+43.3%
XPO vs ABCL
+171.1%
-127.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | -6.2% | +65.1% | -71.3% | -9.5% |
| 3M | -15.4% | +111.1% | -126.5% | -20.7% |
| 6M | +0.7% | +231.6% | -230.8% | -11.6% |
| YTD | +39.8% | +234.5% | -194.7% | +20.5% |
| 1Y | +43.3% | +174.3% | -131.0% | +24.1% |
| All | +43.3% | +171.1% | -127.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling