-39.1%
ALK vs XPO
+1,421.2%
-1,460.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.3% | +0.8% | +4.5% |
| 7D | +8.9% | -1.9% | +10.8% | +9.7% |
| 30D | +5.9% | +2.5% | +3.5% | +4.8% |
| 3M | -16.5% | -7.2% | -9.4% | -14.3% |
| 6M | +2.1% | -8.1% | +10.2% | +4.8% |
| YTD | -17.1% | +38.3% | -55.4% | -28.0% |
| 1Y | -2.9% | +33.6% | -36.4% | -14.4% |
| 3Y | +24.5% | +133.1% | -108.6% | -17.4% |
| 5Y | -29.1% | +308.9% | -338.0% | -65.4% |
| 10Y | -39.1% | +1,371.8% | -1,410.9% | -82.1% |
| All | -39.1% | +1,421.2% | -1,460.3% | -82.1% |
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