-86.3%
QXO vs AMDL
+117.8%
-204.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -1.9% |
| 7D | +2.9% | +19.9% | -17.1% | +0.8% |
| 30D | -18.0% | +6.3% | -24.3% | -18.8% |
| 3M | -14.7% | -9.9% | -4.8% | -16.0% |
| 6M | -39.2% | +394.3% | -433.5% | -50.5% |
| YTD | -31.3% | +257.3% | -288.6% | -43.3% |
| 1Y | -39.7% | +508.5% | -548.2% | -53.5% |
| All | -86.3% | +117.8% | -204.1% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling