+275.1%
XPO vs ABCL
-41.3%
+316.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -3.5% | +93.1% | -96.6% | -13.4% |
| 3M | -11.9% | +79.4% | -91.4% | -20.9% |
| 6M | -10.0% | +214.9% | -224.8% | -27.0% |
| YTD | +42.1% | +234.2% | -192.1% | +12.7% |
| 1Y | +47.6% | +174.8% | -127.2% | +19.0% |
| 3Y | +153.6% | +104.5% | +49.1% | +100.9% |
| All | +275.1% | -41.3% | +316.3% | +245.2% |
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