-44.4%
QXO vs ABCL
+103.9%
-148.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.8% |
| 7D | -3.9% | -2.7% | -1.1% | -3.6% |
| 30D | -17.4% | +18.3% | -35.7% | -18.6% |
| 3M | -22.5% | +108.5% | -131.0% | -28.3% |
| 6M | -41.4% | +213.9% | -255.3% | -48.1% |
| YTD | -34.1% | +223.1% | -257.2% | -42.0% |
| 1Y | -40.8% | +160.6% | -201.4% | -47.5% |
| All | -44.4% | +103.9% | -148.3% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling