-62.4%
QBTS vs ACGL
+22.6%
-85.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.0% | +21.0% | +14.1% |
| 7D | +0.3% | +0.9% | -0.6% | +1.9% |
| 30D | -29.8% | +13.7% | -43.6% | -17.0% |
| 3M | -45.0% | +8.0% | -53.0% | -38.4% |
| 6M | -55.2% | +13.3% | -68.5% | -45.0% |
| YTD | -59.2% | +11.8% | -71.0% | -50.2% |
| 1Y | -62.4% | +22.2% | -84.6% | -43.8% |
| All | -62.4% | +22.6% | -85.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling