-70.8%
QXO vs ALM
+839.2%
-910.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.2% |
| 7D | -7.8% | -11.8% | +4.0% | -6.1% |
| 30D | -18.1% | +7.8% | -25.9% | -19.4% |
| 3M | -25.8% | -9.3% | -16.5% | -25.6% |
| 6M | -41.7% | -30.5% | -11.2% | -40.2% |
| YTD | -36.2% | +75.8% | -112.0% | -42.7% |
| 1Y | -42.1% | +241.2% | -283.3% | -52.7% |
| 3Y | -46.2% | +1,872.6% | -1,918.8% | -69.8% |
| All | -70.8% | +839.2% | -910.0% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling