-70.8%
QXO vs AXON
+166.3%
-237.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.8% | -7.0% | -0.7% | -6.1% |
| 30D | -18.1% | -20.1% | +2.0% | -13.6% |
| 3M | -25.8% | +7.4% | -33.2% | -27.6% |
| 6M | -41.7% | -7.4% | -34.3% | -41.7% |
| YTD | -36.2% | -15.6% | -20.6% | -35.2% |
| 1Y | -42.1% | -36.2% | -5.9% | -37.2% |
| 3Y | -46.2% | +124.8% | -171.0% | -60.1% |
| All | -70.8% | +166.3% | -237.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling