-10.8%
QBTS vs ACGL
+241.6%
-252.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.1% | -12.7% | -12.8% |
| 7D | -21.7% | +6.4% | -28.1% | -20.6% |
| 30D | -42.7% | +16.6% | -59.3% | -40.7% |
| 3M | -57.7% | +11.6% | -69.3% | -56.5% |
| 6M | -58.0% | +17.5% | -75.4% | -56.3% |
| YTD | -65.4% | +15.3% | -80.7% | -64.0% |
| 1Y | -70.8% | +26.3% | -97.1% | -69.4% |
| 3Y | +930.8% | +35.9% | +894.8% | +1,027.1% |
| 5Y | -7.8% | +168.2% | -176.0% | +12.8% |
| All | -10.8% | +241.6% | -252.4% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling