+1,362.0%
AMAT vs QXO
+19.0%
+1,343.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.2% | +3.7% | -3.4% |
| 7D | +19.3% | +10.1% | +9.3% | +19.0% |
| 30D | -17.9% | +16.2% | -34.2% | -18.3% |
| 3M | -30.4% | -14.8% | -15.7% | -30.2% |
| 6M | -11.4% | -27.8% | +16.3% | -10.8% |
| YTD | +48.8% | -33.6% | +82.4% | +50.1% |
| 1Y | +66.0% | -31.8% | +97.8% | +67.4% |
| 3Y | +158.8% | -46.8% | +205.6% | +147.3% |
| 5Y | +153.2% | -63.6% | +216.8% | +140.3% |
| All | +1,362.0% | +19.0% | +1,343.0% | +1,181.5% |
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