-1.9%
ALK vs XPO
+33.2%
-35.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +12.9% | -1.5% | +14.5% | +13.7% |
| 30D | +5.5% | +2.6% | +3.0% | +3.8% |
| 3M | -12.1% | -6.1% | -6.0% | -9.3% |
| 6M | +1.7% | -8.0% | +9.7% | +5.3% |
| YTD | -17.4% | +38.5% | -55.9% | -34.3% |
| 1Y | -1.9% | +35.0% | -37.0% | -20.6% |
| All | -1.9% | +33.2% | -35.2% | -20.6% |
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