+98.7%
ALLY vs XPO
+1,991.8%
-1,893.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.3% | -1.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | +3.4% | +2.5% | +1.0% | +2.2% |
| 3M | -11.1% | -7.2% | -3.9% | -9.2% |
| 6M | -11.5% | -8.1% | -3.4% | -9.9% |
| YTD | -12.3% | +38.3% | -50.7% | -24.2% |
| 1Y | +1.1% | +33.6% | -32.5% | -11.6% |
| 3Y | +64.8% | +133.1% | -68.3% | +10.7% |
| 5Y | -6.9% | +308.9% | -315.8% | -52.1% |
| 10Y | +194.9% | +1,371.8% | -1,176.8% | +1.1% |
| All | +98.7% | +1,991.8% | -1,893.1% | -35.4% |
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