-8.6%
QXO vs AWK
+476.5%
-485.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -8.7% | -0.7% | -7.9% | -8.7% |
| 30D | -21.0% | +2.8% | -23.7% | -21.0% |
| 3M | -18.4% | +11.3% | -29.7% | -18.4% |
| 6M | -43.0% | +6.7% | -49.8% | -43.0% |
| YTD | -36.3% | +9.4% | -45.7% | -36.2% |
| 1Y | -42.8% | +3.7% | -46.5% | -42.7% |
| 3Y | -45.8% | +9.2% | -55.0% | -45.8% |
| 5Y | -70.8% | -15.7% | -55.1% | -70.6% |
| 10Y | +36.3% | +135.3% | -99.0% | +60.9% |
| All | -8.6% | +476.5% | -485.1% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling