+197.1%
ABT vs QXO
+34.5%
+162.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.9% | -7.8% | +1.9% | -5.8% |
| 30D | -8.1% | -18.1% | +10.0% | -7.9% |
| 3M | +14.5% | -25.8% | +40.3% | +14.8% |
| 6M | -6.3% | -41.7% | +35.4% | -5.8% |
| YTD | -17.1% | -36.2% | +19.1% | -16.8% |
| 1Y | -21.4% | -42.1% | +20.7% | -21.0% |
| 3Y | +5.9% | -46.2% | +52.1% | +3.0% |
| 5Y | -12.8% | -70.7% | +58.0% | -15.1% |
| All | +197.1% | +34.5% | +162.7% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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