-42.1%
QXO vs ABCL
+152.1%
-194.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.5% |
| 7D | -7.8% | -4.7% | -3.1% | -7.1% |
| 30D | -18.1% | +5.2% | -23.3% | -18.9% |
| 3M | -25.8% | +106.6% | -132.4% | -36.6% |
| 6M | -41.7% | +198.4% | -240.1% | -55.2% |
| YTD | -36.2% | +218.4% | -254.6% | -52.4% |
| 1Y | -42.1% | +136.2% | -178.3% | -55.6% |
| All | -42.1% | +152.1% | -194.2% | -55.6% |
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