+1,125.9%
ALB vs XPO
+10,316.6%
-9,190.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -5.2% |
| 7D | -8.1% | +2.4% | -10.5% | -8.5% |
| 30D | +6.3% | -3.5% | +9.8% | +6.8% |
| 3M | -23.6% | -11.9% | -11.6% | -22.1% |
| 6M | -24.6% | -10.0% | -14.7% | -23.6% |
| YTD | -10.3% | +42.1% | -52.3% | -16.5% |
| 1Y | +61.5% | +47.6% | +13.9% | +48.6% |
| 3Y | -34.0% | +153.6% | -187.6% | -45.4% |
| 5Y | -44.6% | +266.5% | -311.1% | -57.9% |
| 10Y | +76.1% | +1,460.4% | -1,384.3% | +9.1% |
| All | +1,125.9% | +10,316.6% | -9,190.7% | +501.8% |
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