-10.9%
QXO vs ALC
+20.4%
-31.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -3.9% | -5.3% | +1.4% | -2.4% |
| 30D | -17.4% | -7.1% | -10.3% | -15.6% |
| 3M | -22.5% | +0.8% | -23.3% | -22.6% |
| 6M | -41.4% | -16.0% | -25.4% | -38.8% |
| YTD | -34.1% | -12.7% | -21.4% | -31.8% |
| 1Y | -40.8% | -12.8% | -28.0% | -38.7% |
| 3Y | -43.9% | -15.8% | -28.1% | -40.6% |
| 5Y | -69.6% | -16.7% | -52.9% | -67.8% |
| All | -10.9% | +20.4% | -31.2% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling