-63.4%
ALB vs XPO
+306.2%
-369.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | -5.8% | +9.0% | -14.7% | -8.5% |
| 30D | -4.5% | +4.2% | -8.7% | -6.2% |
| 3M | -28.1% | -8.7% | -19.4% | -26.3% |
| 6M | -53.2% | -2.8% | -50.4% | -53.4% |
| YTD | -33.3% | +41.9% | -75.2% | -42.6% |
| 1Y | -17.4% | +42.3% | -59.8% | -29.3% |
| 3Y | -14.1% | +127.3% | -141.4% | -41.0% |
| All | -63.4% | +306.2% | -369.5% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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