-46.2%
QXO vs ALC
-18.5%
-27.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.0% |
| 7D | -8.7% | -7.7% | -1.0% | -8.0% |
| 30D | -21.0% | -11.7% | -9.3% | -20.1% |
| 3M | -18.4% | +0.7% | -19.1% | -18.3% |
| 6M | -43.0% | -17.1% | -25.9% | -42.7% |
| YTD | -36.3% | -15.1% | -21.1% | -35.9% |
| 1Y | -42.8% | -14.1% | -28.7% | -42.5% |
| All | -46.2% | -18.5% | -27.7% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling