+34.5%
QXO vs AZO
+296.8%
-262.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.8% | -3.6% | -4.2% | -7.3% |
| 30D | -18.1% | -5.6% | -12.5% | -17.5% |
| 3M | -25.8% | -6.6% | -19.1% | -25.1% |
| 6M | -41.7% | -22.5% | -19.2% | -39.9% |
| YTD | -36.2% | -15.2% | -21.0% | -34.7% |
| 1Y | -42.1% | -33.9% | -8.2% | -39.3% |
| 3Y | -46.2% | +11.8% | -58.0% | -47.6% |
| 5Y | -70.7% | +85.5% | -156.2% | -73.9% |
| All | +34.5% | +296.8% | -262.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling