-0.7%
QXO vs AMC
-98.1%
+97.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | -16.0% | -0.7% | -15.3% | -16.0% |
| 3M | -17.7% | +35.2% | -52.9% | -18.8% |
| 6M | -42.6% | +124.6% | -167.2% | -44.3% |
| YTD | -30.8% | +69.9% | -100.7% | -32.4% |
| 1Y | -35.3% | -2.6% | -32.7% | -35.9% |
| 3Y | -46.3% | -79.8% | +33.5% | -45.9% |
| 5Y | -69.2% | -99.4% | +30.2% | -68.5% |
| 10Y | +62.1% | -98.9% | +161.0% | +34.6% |
| All | -0.7% | -98.1% | +97.4% | +788.9% |
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