-41.0%
ALK vs XPO
+1,356.2%
-1,397.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +12.9% | -1.5% | +14.5% | +13.6% |
| 30D | +5.5% | +2.6% | +3.0% | +4.4% |
| 3M | -12.1% | -6.1% | -6.0% | -10.2% |
| 6M | +1.7% | -8.0% | +9.7% | +4.4% |
| YTD | -17.4% | +38.5% | -55.9% | -28.3% |
| 1Y | -1.9% | +35.0% | -37.0% | -13.9% |
| 3Y | +21.2% | +126.5% | -105.2% | -18.6% |
| 5Y | -27.8% | +315.4% | -343.2% | -65.0% |
| 10Y | -41.0% | +1,272.1% | -1,313.2% | -81.9% |
| All | -41.0% | +1,356.2% | -1,397.2% | -81.9% |
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