+274.2%
XPO vs ABCL
-21.8%
+296.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.5% | -0.6% |
| 7D | -6.7% | -3.2% | -3.5% | -6.4% |
| 30D | -1.9% | -7.4% | +5.5% | -1.3% |
| 3M | -9.9% | +81.9% | -91.8% | -18.9% |
| 6M | -16.4% | +135.7% | -152.1% | -29.2% |
| YTD | +30.2% | +247.4% | -217.2% | +1.8% |
| 1Y | +29.9% | +162.3% | -132.4% | +5.9% |
| 3Y | +122.6% | +165.5% | -42.8% | +65.9% |
| All | +274.2% | -21.8% | +296.0% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling