-36.0%
ALK vs XPO
+45.2%
-81.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.3% |
| 7D | +0.1% | +2.7% | -2.6% | -1.2% |
| 30D | -18.5% | -6.2% | -12.3% | -15.9% |
| 3M | -3.6% | -15.4% | +11.8% | +4.7% |
| 6M | -3.7% | +0.7% | -4.4% | -4.7% |
| YTD | -19.0% | +39.8% | -58.8% | -29.6% |
| 1Y | -36.0% | +43.3% | -79.3% | -44.2% |
| All | -36.0% | +45.2% | -81.3% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling