+823.9%
ALB vs XPO
+10,073.3%
-9,249.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | +6.9% | -10.4% | -4.7% |
| 30D | -2.9% | +4.1% | -7.0% | -3.7% |
| 3M | -25.8% | -9.7% | -16.1% | -24.7% |
| 6M | -53.6% | -3.8% | -49.8% | -53.5% |
| YTD | -32.4% | +38.8% | -71.1% | -36.9% |
| 1Y | -13.0% | +34.2% | -47.3% | -18.5% |
| 3Y | -15.0% | +126.9% | -141.9% | -28.3% |
| 5Y | -63.5% | +297.5% | -361.0% | -72.6% |
| 10Y | +34.7% | +1,260.5% | -1,225.8% | -15.4% |
| All | +823.9% | +10,073.3% | -9,249.4% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling