-44.4%
QXO vs ACGL
+30.4%
-74.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.0% |
| 7D | -3.9% | -2.1% | -1.7% | -4.1% |
| 30D | -17.4% | -2.2% | -15.2% | -17.5% |
| 3M | -22.5% | +6.3% | -28.8% | -22.2% |
| 6M | -41.4% | +0.5% | -41.9% | -41.3% |
| YTD | -34.1% | +0.2% | -34.3% | -34.1% |
| 1Y | -40.8% | +7.3% | -48.1% | -40.5% |
| All | -44.4% | +30.4% | -74.8% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling