-5.4%
QXO vs ATI
+461.1%
-466.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | -17.4% | -9.5% | -7.9% | -16.5% |
| 3M | -22.5% | +10.4% | -32.9% | -23.3% |
| 6M | -41.4% | +31.8% | -73.2% | -43.0% |
| YTD | -34.1% | +80.0% | -114.1% | -37.7% |
| 1Y | -40.8% | +175.8% | -216.7% | -46.1% |
| 3Y | -43.9% | +364.2% | -408.1% | -51.6% |
| 5Y | -69.6% | +1,076.9% | -1,146.5% | -75.7% |
| 10Y | +41.0% | +1,178.1% | -1,137.1% | +9.7% |
| All | -5.4% | +461.1% | -466.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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