+7,705.7%
ALM vs XPO
+3,110.6%
+4,595.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -1.9% |
| 7D | -2.6% | +2.4% | -5.0% | -2.8% |
| 30D | +32.0% | -3.5% | +35.5% | +32.4% |
| 3M | -15.0% | -11.9% | -3.1% | -14.2% |
| 6M | -10.1% | -10.0% | -0.2% | -9.4% |
| YTD | +99.4% | +42.1% | +57.4% | +95.6% |
| 1Y | +316.4% | +47.6% | +268.8% | +307.1% |
| 3Y | +2,022.0% | +153.6% | +1,868.4% | +1,904.7% |
| 5Y | +941.2% | +266.5% | +674.7% | +854.7% |
| 10Y | +2,950.3% | +1,460.4% | +1,489.9% | +2,371.9% |
| All | +7,705.7% | +3,110.6% | +4,595.1% | +6,355.7% |
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