+34.5%
QXO vs AG
+68.4%
-33.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -7.8% | -6.7% | -1.1% | -6.9% |
| 30D | -18.1% | +2.2% | -20.3% | -18.5% |
| 3M | -25.8% | +15.7% | -41.4% | -27.5% |
| 6M | -41.7% | -23.8% | -17.9% | -40.1% |
| YTD | -36.2% | +17.6% | -53.8% | -38.4% |
| 1Y | -42.1% | +88.6% | -130.7% | -47.9% |
| 3Y | -46.2% | +253.4% | -299.6% | -58.6% |
| 5Y | -70.7% | +62.4% | -133.2% | -75.1% |
| All | +34.5% | +68.4% | -33.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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