+96.8%
ALLY vs XPO
+1,868.6%
-1,771.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +0.9% | -6.7% | +7.6% | +3.4% |
| 30D | +3.1% | -1.9% | +5.0% | +3.5% |
| 3M | -12.6% | -9.9% | -2.7% | -9.8% |
| 6M | -12.4% | -16.4% | +3.9% | -7.7% |
| YTD | -13.2% | +30.2% | -43.3% | -23.2% |
| 1Y | +1.8% | +29.9% | -28.1% | -10.0% |
| 3Y | +58.0% | +122.6% | -64.7% | +7.9% |
| 5Y | -8.4% | +278.9% | -287.3% | -51.6% |
| 10Y | +195.3% | +1,375.3% | -1,180.0% | +2.3% |
| All | +96.8% | +1,868.6% | -1,771.7% | -34.6% |
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 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