+361.9%
XPO vs ABCL
-81.3%
+443.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.6% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -3.5% | +93.1% | -96.6% | -12.0% |
| 3M | -11.9% | +79.4% | -91.4% | -19.6% |
| 6M | -10.0% | +214.9% | -224.8% | -24.5% |
| YTD | +42.1% | +234.2% | -192.1% | +17.1% |
| 1Y | +47.6% | +174.8% | -127.2% | +23.4% |
| 3Y | +153.6% | +104.5% | +49.1% | +108.0% |
| 5Y | +266.5% | -39.0% | +305.5% | +229.4% |
| All | +361.9% | -81.3% | +443.2% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling