+3,289.7%
ALM vs XPO
+3,035.6%
+254.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | -4.0% | +6.9% | -10.9% | -4.6% |
| 30D | -30.5% | +4.1% | -34.6% | -30.7% |
| 3M | -46.9% | -9.7% | -37.2% | -46.5% |
| 6M | -65.5% | -3.8% | -61.7% | -65.4% |
| YTD | -13.4% | +38.8% | -52.2% | -14.9% |
| 1Y | +9.8% | +34.2% | -24.4% | +8.0% |
| 3Y | +783.1% | +126.9% | +656.2% | +740.0% |
| 5Y | +378.3% | +297.5% | +80.8% | +337.6% |
| 10Y | +1,942.8% | +1,260.5% | +682.3% | +1,581.0% |
| All | +3,289.7% | +3,035.6% | +254.1% | +2,709.5% |
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