-25.0%
QXO vs AWK
+20.7%
-45.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +8.1% |
| 7D | +16.6% | +7.0% | +9.5% | +16.9% |
| 30D | +6.6% | +17.0% | -10.5% | +8.2% |
| 3M | -17.5% | +12.4% | -29.9% | -16.7% |
| 6M | -33.8% | +19.6% | -53.4% | -31.6% |
| YTD | -34.4% | +17.0% | -51.4% | -30.6% |
| 1Y | -25.0% | +20.0% | -45.0% | -20.6% |
| All | -25.0% | +20.7% | -45.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling