+34.5%
QXO vs ARMK
+146.1%
-111.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.8% |
| 7D | -7.8% | +3.1% | -10.9% | -8.7% |
| 30D | -18.1% | -2.8% | -15.3% | -17.4% |
| 3M | -25.8% | +7.6% | -33.3% | -27.5% |
| 6M | -41.7% | +47.9% | -89.6% | -48.4% |
| YTD | -36.2% | +60.0% | -96.2% | -44.8% |
| 1Y | -42.1% | +52.2% | -94.3% | -49.1% |
| 3Y | -46.2% | +131.4% | -177.6% | -58.5% |
| 5Y | -70.7% | +163.2% | -233.9% | -78.5% |
| All | +34.5% | +146.1% | -111.6% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling