-19.9%
ACHR vs QXO
-47.1%
+27.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.3% | -7.8% | +5.5% | -1.9% |
| 30D | -11.3% | -18.1% | +6.8% | -10.4% |
| 3M | +5.3% | -25.8% | +31.0% | +6.7% |
| 6M | -13.2% | -41.7% | +28.5% | -11.1% |
| YTD | -25.8% | -36.2% | +10.4% | -24.3% |
| 1Y | -34.3% | -42.1% | +7.8% | -32.7% |
| 3Y | -19.9% | -46.2% | +26.2% | -26.9% |
| All | -19.9% | -47.1% | +27.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling