-87.3%
QXO vs AMDL
+115.6%
-202.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -2.6% |
| 7D | -8.7% | +20.7% | -29.4% | -10.6% |
| 30D | -21.0% | +9.4% | -30.4% | -22.0% |
| 3M | -18.4% | +5.6% | -24.0% | -20.9% |
| 6M | -43.0% | +340.3% | -383.3% | -53.1% |
| YTD | -36.3% | +253.6% | -289.9% | -47.4% |
| 1Y | -42.8% | +443.4% | -486.2% | -55.4% |
| All | -87.3% | +115.6% | -202.9% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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