-1.4%
QXO vs ACM
+216.6%
-218.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | -18.0% | -12.9% | -5.1% | -14.7% |
| 3M | -14.7% | -6.4% | -8.4% | -13.2% |
| 6M | -39.2% | -29.2% | -10.0% | -32.6% |
| YTD | -31.3% | -29.9% | -1.4% | -23.9% |
| 1Y | -39.7% | -47.3% | +7.6% | -27.4% |
| 3Y | -41.5% | -19.6% | -21.9% | -38.6% |
| 5Y | -67.0% | +5.5% | -72.5% | -68.2% |
| 10Y | +44.7% | +129.7% | -85.0% | +11.3% |
| All | -1.4% | +216.6% | -218.0% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling