-13.7%
QXO vs ALC
+16.1%
-29.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -7.8% | -6.3% | -1.4% | -6.1% |
| 30D | -18.1% | -10.3% | -7.8% | -15.6% |
| 3M | -25.8% | -0.7% | -25.0% | -25.6% |
| 6M | -41.7% | -17.8% | -23.9% | -38.7% |
| YTD | -36.2% | -15.8% | -20.4% | -33.3% |
| 1Y | -42.1% | -16.7% | -25.4% | -39.3% |
| 3Y | -46.2% | -19.7% | -26.4% | -42.1% |
| 5Y | -70.7% | -19.8% | -50.9% | -68.6% |
| All | -13.7% | +16.1% | -29.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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