-46.2%
QXO vs AVTR
-27.0%
-19.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.8% | -1.1% | -6.7% | -7.6% |
| 30D | -18.1% | +6.3% | -24.4% | -19.0% |
| 3M | -25.8% | +53.3% | -79.1% | -32.3% |
| 6M | -41.7% | +78.6% | -120.4% | -48.5% |
| YTD | -36.2% | +29.2% | -65.4% | -40.5% |
| 1Y | -42.1% | +13.8% | -55.9% | -45.6% |
| 3Y | -46.2% | -27.4% | -18.7% | -53.7% |
| All | -46.2% | -27.0% | -19.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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