+1,329.3%
QBTS vs ABCL
+104.5%
+1,224.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -22.5% | +93.1% | -115.6% | -47.0% |
| 3M | -40.0% | +79.4% | -119.4% | -58.3% |
| 6M | -12.3% | +214.9% | -227.2% | -54.9% |
| YTD | -36.6% | +234.2% | -270.8% | -68.8% |
| 1Y | +8.4% | +174.8% | -166.3% | -42.6% |
| All | +1,329.3% | +104.5% | +1,224.8% | +649.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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