-8.4%
QXO vs AKAM
+187.1%
-195.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | +1.5% | -9.3% | -7.9% |
| 30D | -18.1% | -13.0% | -5.1% | -17.3% |
| 3M | -25.8% | -19.4% | -6.4% | -24.8% |
| 6M | -41.7% | +0.3% | -42.0% | -42.2% |
| YTD | -36.2% | +22.4% | -58.6% | -37.8% |
| 1Y | -42.1% | +34.8% | -76.9% | -44.0% |
| 3Y | -46.2% | +1.9% | -48.1% | -47.6% |
| 5Y | -70.7% | -4.6% | -66.1% | -71.6% |
| 10Y | +36.5% | +103.4% | -66.9% | +35.2% |
| All | -8.4% | +187.1% | -195.6% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling