+930.0%
APH vs QXO
+17.1%
+912.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +4.9% | +9.0% | -4.1% | +4.7% |
| 30D | -5.4% | +22.0% | -27.4% | -5.8% |
| 3M | -5.5% | -15.4% | +9.9% | -5.2% |
| 6M | +25.9% | -26.0% | +51.9% | +26.4% |
| YTD | +16.4% | -34.7% | +51.0% | +17.0% |
| 1Y | +16.5% | -28.0% | +44.4% | +17.0% |
| 3Y | +270.9% | -47.0% | +317.9% | +257.5% |
| 5Y | +289.5% | -64.2% | +353.7% | +274.2% |
| All | +930.0% | +17.1% | +912.9% | +845.7% |
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