-46.2%
QXO vs ARES
+35.4%
-81.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -7.8% | -6.1% | -1.7% | -7.4% |
| 30D | -18.1% | -7.5% | -10.6% | -17.7% |
| 3M | -25.8% | +0.1% | -25.9% | -25.6% |
| 6M | -41.7% | +30.3% | -72.0% | -41.5% |
| YTD | -36.2% | -16.6% | -19.6% | -38.8% |
| 1Y | -42.1% | -26.1% | -16.0% | -46.8% |
| 3Y | -46.2% | +36.4% | -82.6% | +24.8% |
| All | -46.2% | +35.4% | -81.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling