+316.4%
ARM vs QXO
-41.5%
+358.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +5.0% | -7.8% | +12.8% | +5.3% |
| 30D | -2.6% | -18.1% | +15.5% | -2.1% |
| 3M | -22.6% | -25.8% | +3.1% | -22.1% |
| 6M | +120.5% | -41.7% | +162.2% | +123.0% |
| YTD | +142.2% | -36.2% | +178.4% | +144.6% |
| 1Y | +71.2% | -42.1% | +113.3% | +73.0% |
| All | +316.4% | -41.5% | +358.0% | +321.3% |
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