-34.3%
QXO vs ALM
+8,394.4%
-8,428.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -0.8% |
| 7D | +2.9% | +8.4% | -5.5% | +2.8% |
| 30D | -18.0% | +34.8% | -52.8% | -18.2% |
| 3M | -14.7% | +16.2% | -31.0% | -14.9% |
| 6M | -39.2% | +2.1% | -41.4% | -39.3% |
| YTD | -31.3% | +117.0% | -148.3% | -31.7% |
| 1Y | -39.7% | +313.9% | -353.5% | -40.2% |
| 3Y | -41.5% | +2,327.9% | -2,369.5% | -42.7% |
| 5Y | -67.0% | +1,040.6% | -1,107.6% | -67.6% |
| 10Y | +44.7% | +3,219.4% | -3,174.7% | +41.9% |
| All | -34.3% | +8,394.4% | -8,428.6% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling