-6.5%
QBTS vs ACHR
-60.3%
+53.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.1% | +0.2% |
| 7D | -10.5% | -9.2% | -1.3% | -6.6% |
| 30D | -20.5% | -1.0% | -19.5% | -19.5% |
| 3M | -54.3% | -42.2% | -12.1% | -41.7% |
| 6M | -55.4% | -38.2% | -17.2% | -45.0% |
| YTD | -63.4% | -46.4% | -17.0% | -51.2% |
| 1Y | -59.1% | -49.4% | -9.8% | -43.4% |
| 3Y | +1,216.8% | -22.5% | +1,239.3% | +1,569.6% |
| 5Y | -2.6% | -29.8% | +27.1% | +15.6% |
| All | -6.5% | -60.3% | +53.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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