+514.3%
ALK vs XPO
+10,316.6%
-9,802.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -2.9% | +0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -19.2% | -3.5% | -15.7% | -18.8% |
| 3M | -1.5% | -11.9% | +10.4% | +0.6% |
| 6M | -13.1% | -10.0% | -3.1% | -11.4% |
| YTD | -16.4% | +42.1% | -58.5% | -21.5% |
| 1Y | -33.1% | +47.6% | -80.7% | -37.7% |
| 3Y | +0.6% | +153.6% | -153.0% | -15.7% |
| 5Y | -26.4% | +266.5% | -292.9% | -43.2% |
| 10Y | -34.2% | +1,460.4% | -1,494.6% | -57.1% |
| All | +514.3% | +10,316.6% | -9,802.3% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling