-46.2%
QXO vs AKAM
+0.9%
-47.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | +1.5% | -9.3% | -8.0% |
| 30D | -18.1% | -13.0% | -5.1% | -16.8% |
| 3M | -25.8% | -19.4% | -6.4% | -23.9% |
| 6M | -41.7% | +0.3% | -42.0% | -42.9% |
| YTD | -36.2% | +22.4% | -58.6% | -40.5% |
| 1Y | -42.1% | +34.8% | -76.9% | -47.1% |
| 3Y | -46.2% | +1.9% | -48.1% | -51.7% |
| All | -46.2% | +0.9% | -47.0% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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