-25.0%
QXO vs ADSK
-10.6%
-14.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.0% | +1.1% | +7.4% |
| 7D | +16.6% | +11.4% | +5.1% | +15.6% |
| 30D | +6.6% | +21.9% | -15.3% | +5.5% |
| 3M | -17.5% | +13.9% | -31.3% | -18.1% |
| 6M | -33.8% | +9.1% | -42.9% | -34.0% |
| YTD | -34.4% | -8.8% | -25.6% | -27.2% |
| 1Y | -25.0% | -10.2% | -14.7% | -14.3% |
| All | -25.0% | -10.6% | -14.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling