-26.4%
ALK vs XPO
+265.7%
-292.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -2.9% | -0.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.7% |
| 30D | -19.2% | -3.5% | -15.7% | -18.2% |
| 3M | -1.5% | -11.9% | +10.4% | +3.1% |
| 6M | -13.1% | -10.0% | -3.1% | -9.8% |
| YTD | -16.4% | +42.1% | -58.5% | -27.2% |
| 1Y | -33.1% | +47.6% | -80.7% | -42.8% |
| 3Y | +0.6% | +153.6% | -153.0% | -33.0% |
| All | -26.4% | +265.7% | -292.2% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling