-70.8%
QXO vs AWK
-17.6%
-53.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.1% |
| 7D | -7.8% | -2.1% | -5.7% | -7.9% |
| 30D | -18.1% | +2.1% | -20.2% | -18.0% |
| 3M | -25.8% | +11.4% | -37.1% | -25.4% |
| 6M | -41.7% | +3.9% | -45.6% | -41.6% |
| YTD | -36.2% | +7.7% | -43.9% | -35.9% |
| 1Y | -42.1% | +1.3% | -43.4% | -41.8% |
| 3Y | -46.2% | +7.2% | -53.3% | -45.8% |
| All | -70.8% | -17.6% | -53.2% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling