-1.4%
QXO vs ACGL
+696.7%
-698.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +2.9% | -2.9% | +5.8% | +3.1% |
| 30D | -18.0% | -2.8% | -15.2% | -17.8% |
| 3M | -14.7% | +6.8% | -21.5% | -15.4% |
| 6M | -39.2% | -1.5% | -37.7% | -39.3% |
| YTD | -31.3% | -0.2% | -31.1% | -31.5% |
| 1Y | -39.7% | +5.3% | -45.0% | -40.2% |
| 3Y | -41.5% | +30.3% | -71.8% | -44.0% |
| 5Y | -67.0% | +151.8% | -218.8% | -71.3% |
| 10Y | +44.7% | +266.9% | -222.1% | +24.6% |
| All | -1.4% | +696.7% | -698.1% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling