-6.3%
QXO vs AMC
-97.6%
+91.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.6% |
| 7D | +9.0% | +3.5% | +5.5% | +8.9% |
| 30D | +22.0% | +12.5% | +9.5% | +21.6% |
| 3M | -15.4% | +23.6% | -39.0% | -15.9% |
| 6M | -26.0% | +144.4% | -170.3% | -28.3% |
| YTD | -34.7% | +108.3% | -143.0% | -36.6% |
| 1Y | -28.0% | +38.9% | -66.8% | -29.3% |
| 3Y | -47.0% | -58.9% | +11.8% | -47.2% |
| 5Y | -64.2% | -99.2% | +35.0% | -63.6% |
| 10Y | +48.1% | -98.8% | +146.8% | +17.0% |
| All | -6.3% | -97.6% | +91.4% | +733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling