+34.5%
QXO vs ADM
+177.9%
-143.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | +2.5% | -10.3% | -8.1% |
| 30D | -18.1% | +9.5% | -27.6% | -19.2% |
| 3M | -25.8% | +10.6% | -36.4% | -27.1% |
| 6M | -41.7% | +24.0% | -65.7% | -44.1% |
| YTD | -36.2% | +54.0% | -90.1% | -40.9% |
| 1Y | -42.1% | +45.3% | -87.4% | -46.0% |
| 3Y | -46.2% | +21.8% | -67.9% | -48.8% |
| 5Y | -70.7% | +66.8% | -137.5% | -74.9% |
| All | +34.5% | +177.9% | -143.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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