-46.2%
QXO vs ARMK
+120.6%
-166.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -8.7% | -0.9% | -7.8% | -8.3% |
| 30D | -21.0% | -5.9% | -15.0% | -18.4% |
| 3M | -18.4% | +6.7% | -25.1% | -21.3% |
| 6M | -43.0% | +42.5% | -85.6% | -53.0% |
| YTD | -36.3% | +55.1% | -91.4% | -49.5% |
| 1Y | -42.8% | +50.3% | -93.1% | -53.9% |
| All | -46.2% | +120.6% | -166.8% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling