-84.4%
QXO vs AS
+142.2%
-226.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +3.1% | +16.1% | +18.1% |
| 7D | +18.0% | +5.8% | +12.1% | +16.0% |
| 30D | +27.5% | +15.4% | +12.1% | +21.9% |
| 3M | -14.7% | -11.9% | -2.8% | -11.2% |
| 6M | -26.5% | -9.9% | -16.6% | -24.0% |
| YTD | -28.6% | -13.1% | -15.5% | -25.7% |
| 1Y | -19.8% | +9.9% | -29.7% | -21.2% |
| All | -84.4% | +142.2% | -226.6% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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