-42.0%
ALK vs XPO
+1,289.5%
-1,331.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +7.8% | +4.7% | +3.1% | +5.7% |
| 3M | -15.2% | -7.1% | -8.1% | -13.0% |
| 6M | +5.0% | -6.3% | +11.3% | +7.0% |
| YTD | -18.4% | +39.1% | -57.5% | -29.3% |
| 1Y | -2.4% | +36.7% | -39.1% | -14.8% |
| 3Y | +19.8% | +127.4% | -107.6% | -19.7% |
| 5Y | -27.8% | +315.0% | -342.8% | -64.9% |
| 10Y | -42.0% | +1,263.5% | -1,305.4% | -82.4% |
| All | -42.0% | +1,289.5% | -1,331.4% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling