-17.8%
QXO vs AR
-27.8%
+10.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | -18.0% | +12.6% | -30.6% | -19.1% |
| 3M | -14.7% | +10.0% | -24.8% | -16.0% |
| 6M | -39.2% | +0.6% | -39.9% | -39.8% |
| YTD | -31.3% | +13.4% | -44.7% | -33.0% |
| 1Y | -39.7% | +21.7% | -61.4% | -41.8% |
| 3Y | -41.5% | +45.8% | -87.3% | -45.5% |
| 5Y | -67.0% | +144.3% | -211.2% | -72.3% |
| 10Y | +44.7% | +41.8% | +2.9% | -6.8% |
| All | -17.8% | -27.8% | +10.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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