-1.4%
QXO vs AMT
+279.5%
-280.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +2.9% | -0.2% | +3.0% | +2.9% |
| 30D | -18.0% | +1.8% | -19.9% | -18.1% |
| 3M | -14.7% | -6.2% | -8.6% | -14.5% |
| 6M | -39.2% | -5.0% | -34.2% | -39.1% |
| YTD | -31.3% | +2.1% | -33.4% | -31.4% |
| 1Y | -39.7% | -5.7% | -33.9% | -39.6% |
| 3Y | -41.5% | +7.9% | -49.4% | -43.4% |
| 5Y | -67.0% | -32.3% | -34.7% | -66.3% |
| 10Y | +44.7% | +95.0% | -50.3% | +63.7% |
| All | -1.4% | +279.5% | -280.9% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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