-25.0%
QXO vs ABCL
+138.2%
-163.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +8.0% |
| 7D | +16.6% | -10.0% | +26.5% | +18.2% |
| 30D | +6.6% | -10.9% | +17.5% | +8.1% |
| 3M | -17.5% | +101.6% | -119.1% | -29.9% |
| 6M | -33.8% | +167.5% | -201.3% | -49.7% |
| YTD | -34.4% | +259.1% | -293.4% | -56.3% |
| 1Y | -25.0% | +152.2% | -177.1% | -45.4% |
| All | -25.0% | +138.2% | -163.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling