+34.5%
QXO vs ALB
+78.3%
-43.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | -7.8% | -6.6% | -1.2% | -6.9% |
| 30D | -18.1% | -8.1% | -10.0% | -17.2% |
| 3M | -25.8% | -25.7% | -0.1% | -22.9% |
| 6M | -41.7% | -29.5% | -12.3% | -39.1% |
| YTD | -36.2% | -16.2% | -20.0% | -34.7% |
| 1Y | -42.1% | +59.2% | -101.3% | -45.2% |
| 3Y | -46.2% | -33.7% | -12.4% | -45.1% |
| 5Y | -70.7% | -48.1% | -22.6% | -70.1% |
| All | +34.5% | +78.3% | -43.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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