-44.4%
QXO vs AMC
-66.8%
+22.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.4% |
| 7D | -3.9% | -6.8% | +3.0% | -2.6% |
| 30D | -17.4% | +1.7% | -19.0% | -17.7% |
| 3M | -22.5% | +26.8% | -49.3% | -28.2% |
| 6M | -41.4% | +117.7% | -159.1% | -52.6% |
| YTD | -34.1% | +57.7% | -91.8% | -43.5% |
| 1Y | -40.8% | -12.5% | -28.4% | -42.6% |
| All | -44.4% | -66.8% | +22.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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