-47.4%
ALK vs XPO
+1,266.4%
-1,313.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.4% |
| 7D | -1.2% | +9.0% | -10.1% | -4.6% |
| 30D | +7.7% | +4.2% | +3.5% | +5.8% |
| 3M | -19.0% | -8.7% | -10.3% | -16.3% |
| 6M | -0.2% | -2.8% | +2.6% | +0.1% |
| YTD | -23.5% | +41.9% | -65.4% | -34.2% |
| 1Y | -9.1% | +42.3% | -51.4% | -21.9% |
| 3Y | +12.0% | +127.3% | -115.2% | -24.9% |
| 5Y | -30.9% | +306.4% | -337.2% | -66.1% |
| All | -47.4% | +1,266.4% | -1,313.8% | -83.8% |
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 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