-37.4%
ALK vs XPO
+1,410.5%
-1,447.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | +0.3% |
| 7D | -3.0% | -0.9% | -2.0% | -2.6% |
| 30D | -14.6% | -8.1% | -6.5% | -11.8% |
| 3M | -10.6% | -19.0% | +8.5% | -3.0% |
| 6M | -6.7% | -5.2% | -1.5% | -5.0% |
| YTD | -19.8% | +35.6% | -55.3% | -29.5% |
| 1Y | -35.2% | +41.1% | -76.3% | -44.3% |
| 3Y | +1.4% | +157.9% | -156.5% | -35.5% |
| 5Y | -30.7% | +265.6% | -296.3% | -64.4% |
| 10Y | -37.4% | +1,516.8% | -1,554.2% | -80.4% |
| All | -37.4% | +1,410.5% | -1,447.8% | -80.4% |
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