+8.4%
QBTS vs ACM
-45.8%
+54.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.8% |
| 30D | -22.5% | -11.1% | -11.4% | -17.7% |
| 3M | -40.0% | -8.0% | -32.0% | -37.8% |
| 6M | -12.3% | -29.7% | +17.3% | +13.4% |
| YTD | -36.6% | -29.4% | -7.2% | -19.7% |
| 1Y | +8.4% | -46.4% | +54.9% | +89.1% |
| All | +8.4% | -45.8% | +54.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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