-70.8%
QXO vs ACGL
+157.3%
-228.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.8% | -2.0% | -5.7% | -7.7% |
| 30D | -18.1% | -1.2% | -16.9% | -18.1% |
| 3M | -25.8% | +5.4% | -31.2% | -26.2% |
| 6M | -41.7% | +1.4% | -43.1% | -41.9% |
| YTD | -36.2% | +0.2% | -36.4% | -36.4% |
| 1Y | -42.1% | +4.1% | -46.2% | -42.5% |
| 3Y | -46.2% | +28.2% | -74.4% | -48.4% |
| All | -70.8% | +157.3% | -228.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling