+879.4%
ALM vs XPO
+133.2%
+746.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.1% |
| 7D | +1.2% | +9.0% | -7.7% | -1.0% |
| 30D | -19.3% | +4.2% | -23.5% | -20.1% |
| 3M | -40.6% | -8.7% | -32.0% | -39.3% |
| 6M | -57.9% | -2.8% | -55.2% | -57.7% |
| YTD | -6.7% | +41.9% | -48.6% | -11.1% |
| 1Y | +20.2% | +42.3% | -22.2% | +14.0% |
| 3Y | +879.4% | +127.3% | +752.2% | +813.4% |
| All | +879.4% | +133.2% | +746.2% | +813.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling