+1,082.3%
APH vs QXO
+34.5%
+1,047.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +1.4% | -7.8% | +9.2% | +1.5% |
| 30D | -1.2% | -18.1% | +16.8% | -0.9% |
| 3M | +10.3% | -25.8% | +36.0% | +10.8% |
| 6M | +25.2% | -41.7% | +66.9% | +26.2% |
| YTD | +24.6% | -36.2% | +60.8% | +25.5% |
| 1Y | +41.4% | -42.1% | +83.5% | +42.5% |
| 3Y | +297.8% | -46.2% | +344.0% | +283.2% |
| 5Y | +366.0% | -70.7% | +436.7% | +349.9% |
| All | +1,082.3% | +34.5% | +1,047.9% | +986.2% |
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