+34.3%
QXO vs ACGL
+277.0%
-242.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.7% | -3.6% | -5.1% | -8.2% |
| 30D | -21.0% | -2.1% | -18.9% | -20.8% |
| 3M | -18.4% | +5.4% | -23.7% | -19.3% |
| 6M | -43.0% | 0.0% | -43.0% | -43.2% |
| YTD | -36.3% | +0.3% | -36.6% | -36.6% |
| 1Y | -42.8% | +6.2% | -49.0% | -43.6% |
| 3Y | -45.8% | +30.9% | -76.7% | -49.5% |
| 5Y | -70.8% | +159.8% | -230.6% | -76.9% |
| All | +34.3% | +277.0% | -242.8% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling