-46.2%
QXO vs ADSK
-3.2%
-42.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -7.8% | -2.5% | -5.3% | -7.7% |
| 30D | -18.1% | -14.9% | -3.2% | -17.9% |
| 3M | -25.8% | +3.3% | -29.1% | -25.6% |
| 6M | -41.7% | -15.7% | -26.1% | -41.3% |
| YTD | -36.2% | -28.2% | -7.9% | -35.2% |
| 1Y | -42.1% | -34.5% | -7.5% | -41.1% |
| 3Y | -46.2% | -2.9% | -43.3% | -30.7% |
| All | -46.2% | -3.2% | -42.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling