+236.1%
ALNY vs XPO
+1,516.3%
-1,280.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -5.7% | -0.9% | -5.4% |
| 30D | +11.0% | -12.8% | +23.9% | +14.2% |
| 3M | -14.1% | -20.0% | +5.9% | -10.2% |
| 6M | -22.4% | -6.0% | -16.3% | -22.0% |
| YTD | -37.5% | +34.0% | -71.5% | -42.2% |
| 1Y | -46.9% | +35.6% | -82.5% | -51.5% |
| 3Y | +22.1% | +152.3% | -130.2% | -9.3% |
| 5Y | +31.2% | +264.4% | -233.2% | -16.2% |
| All | +236.1% | +1,516.3% | -1,280.2% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling