-5.4%
QXO vs AME
+707.2%
-712.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -3.9% | +1.3% | -5.2% | -4.2% |
| 30D | -17.4% | -6.6% | -10.8% | -15.9% |
| 3M | -22.5% | +3.0% | -25.5% | -22.8% |
| 6M | -41.4% | +5.3% | -46.7% | -41.7% |
| YTD | -34.1% | +15.4% | -49.5% | -35.5% |
| 1Y | -40.8% | +26.8% | -67.6% | -43.1% |
| 3Y | -43.9% | +56.5% | -100.4% | -47.8% |
| 5Y | -69.6% | +85.2% | -154.8% | -72.4% |
| 10Y | +41.0% | +428.5% | -387.6% | +39.6% |
| All | -5.4% | +707.2% | -712.6% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling