-8.4%
QXO vs AFL
+653.3%
-661.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.8% | -1.6% | -6.1% | -7.7% |
| 30D | -18.1% | -4.0% | -14.1% | -17.9% |
| 3M | -25.8% | -0.5% | -25.2% | -25.8% |
| 6M | -41.7% | +6.5% | -48.2% | -42.1% |
| YTD | -36.2% | +6.2% | -42.4% | -36.7% |
| 1Y | -42.1% | +8.3% | -50.4% | -42.6% |
| 3Y | -46.2% | +62.5% | -108.7% | -48.5% |
| 5Y | -70.7% | +136.2% | -206.9% | -72.8% |
| 10Y | +36.5% | +301.4% | -264.9% | +32.6% |
| All | -8.4% | +653.3% | -661.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling