+34.5%
QXO vs AMCR
+14.6%
+19.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | -7.8% | -6.3% | -1.5% | -5.4% |
| 30D | -18.1% | -7.8% | -10.3% | -15.4% |
| 3M | -25.8% | +7.5% | -33.3% | -27.4% |
| 6M | -41.7% | +2.7% | -44.4% | -41.9% |
| YTD | -36.2% | +6.0% | -42.2% | -36.7% |
| 1Y | -42.1% | +7.8% | -49.9% | -43.0% |
| 3Y | -46.2% | +5.8% | -51.9% | -47.7% |
| 5Y | -70.7% | -11.6% | -59.1% | -70.3% |
| All | +34.5% | +14.6% | +19.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling