-25.0%
QXO vs ALM
+44.8%
-69.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.2% | +7.0% | +7.8% |
| 7D | +16.6% | -6.4% | +23.0% | +18.5% |
| 30D | +6.6% | -35.0% | +41.6% | +18.3% |
| 3M | -17.5% | -33.8% | +16.3% | -10.0% |
| 6M | -33.8% | -55.0% | +21.2% | -22.6% |
| YTD | -34.4% | -0.2% | -34.1% | -41.0% |
| 1Y | -25.0% | +41.8% | -66.7% | -39.7% |
| All | -25.0% | +44.8% | -69.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling