-1.4%
QXO vs ALB
+148.7%
-150.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.2% |
| 7D | +2.9% | -4.4% | +7.3% | +3.6% |
| 30D | -18.0% | -1.2% | -16.8% | -18.0% |
| 3M | -14.7% | -13.3% | -1.4% | -13.1% |
| 6M | -39.2% | -19.8% | -19.5% | -37.5% |
| YTD | -31.3% | -7.9% | -23.4% | -30.7% |
| 1Y | -39.7% | +60.2% | -99.8% | -44.0% |
| 3Y | -41.5% | -26.4% | -15.1% | -41.5% |
| 5Y | -67.0% | -42.5% | -24.5% | -66.8% |
| 10Y | +44.7% | +83.0% | -38.3% | +6.4% |
| All | -1.4% | +148.7% | -150.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling