-70.8%
QXO vs ABCL
-47.0%
-23.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -2.6% |
| 7D | -8.7% | -9.6% | +0.9% | -7.5% |
| 30D | -21.0% | +7.2% | -28.1% | -21.8% |
| 3M | -18.4% | +105.5% | -123.9% | -27.2% |
| 6M | -43.0% | +193.0% | -236.0% | -52.0% |
| YTD | -36.3% | +205.8% | -242.1% | -47.0% |
| 1Y | -42.8% | +144.4% | -187.2% | -51.5% |
| 3Y | -45.8% | +93.3% | -139.1% | -54.9% |
| 5Y | -70.8% | -44.9% | -25.8% | -71.0% |
| All | -70.8% | -47.0% | -23.8% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling