-47.0%
QXO vs ACGL
+33.8%
-80.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.6% |
| 7D | +9.0% | +2.2% | +6.8% | +9.1% |
| 30D | +22.0% | +12.3% | +9.7% | +23.1% |
| 3M | -15.4% | +11.8% | -27.2% | -14.6% |
| 6M | -26.0% | +17.5% | -43.4% | -25.0% |
| YTD | -34.7% | +14.3% | -49.0% | -34.0% |
| 1Y | -28.0% | +18.2% | -46.1% | -27.1% |
| 3Y | -47.0% | +33.2% | -80.2% | -42.4% |
| All | -47.0% | +33.8% | -80.8% | -42.4% |
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 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