-70.8%
QXO vs ALB
-48.7%
-22.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +0.7% |
| 7D | -7.8% | -6.9% | -0.9% | -6.9% |
| 30D | -18.1% | -8.4% | -9.7% | -17.2% |
| 3M | -25.8% | -25.9% | +0.2% | -23.1% |
| 6M | -41.7% | -29.7% | -12.0% | -39.3% |
| YTD | -36.2% | -16.5% | -19.7% | -34.6% |
| 1Y | -42.1% | +58.7% | -100.8% | -44.0% |
| 3Y | -46.2% | -34.0% | -12.2% | -44.1% |
| All | -70.8% | -48.7% | -22.1% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling