+34.5%
QXO vs APD
+166.7%
-132.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -7.8% | -3.3% | -4.5% | -7.0% |
| 30D | -18.1% | -4.2% | -13.9% | -17.2% |
| 3M | -25.8% | +5.4% | -31.2% | -27.1% |
| 6M | -41.7% | +6.3% | -48.0% | -43.0% |
| YTD | -36.2% | +20.3% | -56.5% | -39.7% |
| 1Y | -42.1% | +1.6% | -43.7% | -42.9% |
| 3Y | -46.2% | +4.0% | -50.2% | -47.3% |
| 5Y | -70.7% | +23.3% | -94.0% | -72.6% |
| All | +34.5% | +166.7% | -132.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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