-44.4%
QXO vs AXON
+128.5%
-172.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.3% |
| 7D | -3.9% | -3.3% | -0.5% | -3.1% |
| 30D | -17.4% | -17.8% | +0.5% | -13.4% |
| 3M | -22.5% | +8.3% | -30.8% | -24.5% |
| 6M | -41.4% | -12.4% | -29.0% | -40.4% |
| YTD | -34.1% | -13.7% | -20.4% | -33.1% |
| 1Y | -40.8% | -33.1% | -7.8% | -35.9% |
| All | -44.4% | +128.5% | -172.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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