-25.0%
QXO vs ARMK
+41.1%
-66.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.2% | +12.3% | +10.3% |
| 7D | +16.6% | -5.8% | +22.4% | +20.2% |
| 30D | +6.6% | -5.3% | +11.8% | +9.0% |
| 3M | -17.5% | -6.7% | -10.7% | -14.9% |
| 6M | -33.8% | +17.4% | -51.2% | -43.9% |
| YTD | -34.4% | +43.0% | -77.4% | -55.3% |
| 1Y | -25.0% | +40.3% | -65.3% | -48.3% |
| All | -25.0% | +41.1% | -66.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling