+34.5%
QXO vs AME
+445.1%
-410.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.1% |
| 7D | -7.8% | +1.7% | -9.5% | -8.4% |
| 30D | -18.1% | -6.4% | -11.7% | -16.1% |
| 3M | -25.8% | +7.1% | -32.8% | -27.3% |
| 6M | -41.7% | +8.2% | -49.9% | -42.8% |
| YTD | -36.2% | +18.2% | -54.4% | -38.9% |
| 1Y | -42.1% | +26.7% | -68.8% | -45.7% |
| 3Y | -46.2% | +60.7% | -106.8% | -52.8% |
| 5Y | -70.7% | +91.6% | -162.3% | -75.7% |
| All | +34.5% | +445.1% | -410.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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