+34.5%
QXO vs ADSK
+222.2%
-187.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | -2.5% | -5.3% | -7.4% |
| 30D | -18.1% | -14.9% | -3.2% | -16.1% |
| 3M | -25.8% | +3.3% | -29.1% | -26.4% |
| 6M | -41.7% | -15.7% | -26.1% | -40.6% |
| YTD | -36.2% | -28.2% | -7.9% | -33.3% |
| 1Y | -42.1% | -34.5% | -7.5% | -38.5% |
| 3Y | -46.2% | -2.9% | -43.3% | -47.1% |
| 5Y | -70.7% | -25.3% | -45.4% | -70.6% |
| All | +34.5% | +222.2% | -187.7% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling