-25.0%
QXO vs ACGL
+28.7%
-53.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +8.2% |
| 7D | +16.6% | +8.0% | +8.6% | +17.2% |
| 30D | +6.6% | +17.3% | -10.7% | +8.6% |
| 3M | -17.5% | +11.2% | -28.7% | -16.7% |
| 6M | -33.8% | +18.2% | -52.0% | -33.1% |
| YTD | -34.4% | +15.4% | -49.8% | -35.1% |
| 1Y | -25.0% | +26.5% | -51.5% | -32.7% |
| All | -25.0% | +28.7% | -53.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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