+34.5%
QXO vs ACM
+134.0%
-99.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -7.8% | -4.6% | -3.2% | -6.1% |
| 30D | -18.1% | +4.1% | -22.2% | -19.5% |
| 3M | -25.8% | -8.3% | -17.5% | -23.6% |
| 6M | -41.7% | -30.1% | -11.7% | -33.7% |
| YTD | -36.2% | -32.6% | -3.6% | -26.8% |
| 1Y | -42.1% | -49.6% | +7.5% | -26.4% |
| 3Y | -46.2% | -23.0% | -23.1% | -42.2% |
| 5Y | -70.7% | +2.0% | -72.7% | -72.0% |
| All | +34.5% | +134.0% | -99.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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