-46.2%
QXO vs ACM
-23.7%
-22.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.6% |
| 7D | -8.7% | -5.9% | -2.8% | -6.3% |
| 30D | -21.0% | -6.2% | -14.8% | -19.0% |
| 3M | -18.4% | -7.9% | -10.5% | -15.8% |
| 6M | -43.0% | -30.6% | -12.4% | -33.9% |
| YTD | -36.3% | -33.3% | -3.0% | -25.5% |
| 1Y | -42.8% | -49.2% | +6.4% | -25.8% |
| All | -46.2% | -23.7% | -22.6% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling