+123.4%
ALLY vs XPO
+2,048.2%
-1,924.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.3% |
| 7D | +3.7% | +2.4% | +1.3% | +2.7% |
| 30D | -2.3% | -3.5% | +1.3% | -1.2% |
| 3M | +3.8% | -11.9% | +15.8% | +8.0% |
| 6M | +9.7% | -10.0% | +19.7% | +12.5% |
| YTD | -1.4% | +42.1% | -43.5% | -15.2% |
| 1Y | +8.2% | +47.6% | -39.4% | -9.0% |
| 3Y | +66.5% | +153.6% | -87.1% | +7.9% |
| 5Y | +1.2% | +266.5% | -265.3% | -45.9% |
| 10Y | +191.4% | +1,460.4% | -1,269.0% | -1.3% |
| All | +123.4% | +2,048.2% | -1,924.8% | -27.8% |
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 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