-70.8%
QXO vs AJG
+74.4%
-145.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -7.8% | -8.3% | +0.5% | -5.9% |
| 30D | -18.1% | -5.7% | -12.4% | -17.0% |
| 3M | -25.8% | +9.1% | -34.8% | -28.1% |
| 6M | -41.7% | +15.2% | -56.9% | -44.7% |
| YTD | -36.2% | -6.3% | -29.9% | -35.2% |
| 1Y | -42.1% | -19.1% | -23.0% | -38.4% |
| 3Y | -46.2% | +8.2% | -54.4% | -50.6% |
| All | -70.8% | +74.4% | -145.2% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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