+268.6%
ARM vs QXO
-50.0%
+318.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.6% |
| 7D | +9.1% | +9.0% | +0.1% | +8.8% |
| 30D | -19.9% | +22.0% | -41.9% | -20.5% |
| 3M | -31.6% | -15.4% | -16.2% | -31.4% |
| 6M | -13.9% | -26.0% | +12.1% | -13.3% |
| YTD | +74.3% | -34.7% | +109.0% | +75.8% |
| 1Y | +35.8% | -28.0% | +63.8% | +36.7% |
| 3Y | +268.6% | -47.0% | +315.6% | +292.3% |
| All | +268.6% | -50.0% | +318.6% | +292.3% |
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 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