+70.2%
QBTS vs ACGL
+161.8%
-91.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.8% |
| 7D | -2.4% | -0.7% | -1.7% | -2.6% |
| 30D | -22.5% | -1.0% | -21.5% | -22.6% |
| 3M | -40.0% | +11.0% | -51.1% | -38.7% |
| 6M | -12.3% | -0.3% | -12.0% | -11.7% |
| YTD | -36.6% | +2.3% | -38.9% | -35.8% |
| 1Y | +8.4% | +6.4% | +2.1% | +10.3% |
| 3Y | +1,380.4% | +34.0% | +1,346.4% | +1,554.4% |
| All | +70.2% | +161.8% | -91.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling