-2.4%
QXO vs ADVB
-95.9%
+93.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +42.7% | -49.9% | -7.0% |
| 7D | +10.1% | +74.2% | -64.2% | +10.3% |
| 30D | +16.2% | -35.9% | +52.1% | +16.5% |
| 3M | -14.8% | -56.4% | +41.7% | -14.6% |
| 6M | -27.8% | -36.7% | +8.9% | -28.7% |
| YTD | -33.6% | -43.3% | +9.7% | -34.8% |
| 1Y | -31.8% | -63.4% | +31.6% | -31.4% |
| All | -2.4% | -95.9% | +93.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling